+4,246.7%
KO vs PNC
+4,076.3%
+170.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +1.8% | -4.4% | +6.2% | +2.7% |
| 3M | +7.7% | +5.2% | +2.4% | +6.5% |
| 6M | +15.3% | +20.6% | -5.4% | +10.7% |
| YTD | +28.0% | +19.8% | +8.2% | +22.8% |
| 1Y | +34.3% | +24.4% | +9.8% | +27.7% |
| 3Y | +63.8% | +131.2% | -67.5% | +34.6% |
| 5Y | +84.1% | +53.1% | +31.0% | +62.7% |
| 10Y | +185.4% | +276.8% | -91.4% | +102.8% |
| All | +4,246.7% | +4,076.3% | +170.5% | +1,286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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