+149.7%
CCEP vs PCOR
-22.6%
+172.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.7% | +23.7% | -18.0% | +3.5% |
| 30D | +15.3% | +39.0% | -23.7% | +11.6% |
| 3M | +8.0% | +35.8% | -27.7% | +4.6% |
| 6M | +26.7% | +38.2% | -11.5% | +22.0% |
| YTD | +30.7% | +3.9% | +26.8% | +28.8% |
| 1Y | +36.5% | +5.7% | +30.9% | +34.2% |
| 3Y | +111.1% | +44.8% | +66.4% | +94.3% |
| 5Y | +149.7% | -19.8% | +169.5% | +132.7% |
| All | +149.7% | -22.6% | +172.3% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling