+208.0%
KO vs PFGC
+409.4%
-201.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +1.5% | -15.8% | +17.3% | +3.7% |
| 3M | +11.8% | -0.6% | +12.4% | +11.9% |
| 6M | +16.2% | +10.7% | +5.6% | +14.6% |
| YTD | +28.1% | +7.6% | +20.4% | +26.6% |
| 1Y | +34.8% | -7.8% | +42.6% | +35.6% |
| 3Y | +65.5% | +63.7% | +1.7% | +53.9% |
| 5Y | +81.6% | +112.3% | -30.7% | +61.5% |
| 10Y | +176.7% | +286.7% | -110.0% | +137.4% |
| All | +208.0% | +409.4% | -201.5% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling