+4,235.9%
KO vs PTC
+6,346.6%
-2,110.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.3% |
| 7D | -1.8% | -10.3% | +8.5% | -0.9% |
| 30D | +1.4% | +1.1% | +0.3% | +1.3% |
| 3M | +15.4% | +1.6% | +13.8% | +15.0% |
| 6M | +14.3% | -13.5% | +27.7% | +15.3% |
| YTD | +27.7% | -19.1% | +46.7% | +29.3% |
| 1Y | +32.7% | -33.9% | +66.6% | +36.6% |
| 3Y | +62.2% | -3.9% | +66.1% | +60.7% |
| 5Y | +80.0% | +6.0% | +74.0% | +75.6% |
| 10Y | +175.6% | +223.7% | -48.1% | +141.3% |
| All | +4,235.9% | +6,346.6% | -2,110.7% | +1,798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling