+122.0%
CCEP vs PCOR
-10.3%
+132.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +2.6% | +22.7% | -20.2% | +0.5% |
| 30D | +15.1% | +37.5% | -22.3% | +11.6% |
| 3M | +7.3% | +35.2% | -27.9% | +3.9% |
| 6M | +23.4% | +42.2% | -18.8% | +18.5% |
| YTD | +29.4% | +3.6% | +25.8% | +27.5% |
| 1Y | +34.2% | -4.8% | +39.0% | +33.5% |
| 3Y | +108.4% | +48.3% | +60.0% | +91.5% |
| 5Y | +147.3% | -20.1% | +167.3% | +132.5% |
| All | +122.0% | -10.3% | +132.3% | +108.5% |
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