+4,815.5%
KO vs PTC
+8,860.0%
-4,044.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.7% | +0.5% | +3.3% | +3.7% |
| 30D | +8.1% | +1.2% | +6.9% | +8.0% |
| 3M | +14.2% | +27.4% | -13.2% | +11.4% |
| 6M | +25.2% | +39.2% | -14.0% | +21.1% |
| YTD | +44.7% | +12.5% | +32.2% | +42.1% |
| 1Y | +43.4% | +12.3% | +31.1% | +40.8% |
| 3Y | +90.1% | +28.8% | +61.2% | +83.1% |
| 5Y | +103.0% | +60.9% | +42.1% | +90.6% |
| 10Y | +229.8% | +316.6% | -86.8% | +181.6% |
| All | +4,815.5% | +8,860.0% | -4,044.5% | +1,985.8% |
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