+81.7%
KO vs PTC
-0.9%
+82.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -0.8% | -13.6% | +12.8% | +0.3% |
| 30D | +0.8% | -14.7% | +15.4% | +1.9% |
| 3M | +8.3% | -5.9% | +14.2% | +8.5% |
| 6M | +14.0% | -21.1% | +35.2% | +15.5% |
| YTD | +26.9% | -26.0% | +52.9% | +29.2% |
| 1Y | +32.7% | -36.8% | +69.5% | +36.8% |
| 3Y | +63.9% | -10.3% | +74.2% | +59.1% |
| 5Y | +81.7% | +1.2% | +80.5% | +68.0% |
| All | +81.7% | -0.9% | +82.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 5y: compounded portfolio wealth divided by compounded PTC 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…
5y analysis · Full analysis span regression · 6 months rolling