+138.5%
CCEP vs PEG
+43.1%
+95.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.2% | 0.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | +12.7% | +3.8% | +8.9% | +11.2% |
| 3M | +8.5% | +0.1% | +8.4% | +8.4% |
| 6M | +25.6% | -1.0% | +26.5% | +25.8% |
| YTD | +30.9% | -4.1% | +35.0% | +32.5% |
| 1Y | +32.0% | -6.9% | +38.8% | +34.8% |
| 3Y | +110.9% | +35.6% | +75.3% | +81.8% |
| 5Y | +138.5% | +42.8% | +95.7% | +87.6% |
| All | +138.5% | +43.1% | +95.3% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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