+62.9%
KO vs PPG
-17.7%
+80.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | -1.1% | -5.1% | +4.0% | -0.4% |
| 30D | +1.6% | -9.6% | +11.1% | +2.9% |
| 3M | +5.8% | -6.4% | +12.2% | +6.5% |
| 6M | +14.3% | +0.5% | +13.8% | +13.7% |
| YTD | +27.3% | +4.4% | +22.9% | +25.7% |
| 1Y | +33.2% | -0.9% | +34.1% | +32.3% |
| All | +62.9% | -17.7% | +80.6% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling