+124.7%
CCEP vs PCOR
-9.2%
+133.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +5.4% | +20.7% | -15.4% | +3.4% |
| 30D | +12.8% | +35.7% | -22.9% | +9.4% |
| 3M | +10.9% | +31.1% | -20.2% | +7.7% |
| 6M | +25.6% | +43.1% | -17.5% | +20.5% |
| YTD | +31.0% | +4.8% | +26.1% | +28.9% |
| 1Y | +32.3% | -3.7% | +35.9% | +31.4% |
| 3Y | +110.5% | +46.5% | +64.0% | +94.0% |
| 5Y | +141.8% | -17.3% | +159.1% | +126.6% |
| All | +124.7% | -9.2% | +133.9% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling