+36.8%
CCEP vs PEGA
-44.4%
+81.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.2% | -2.9% | +7.1% | +4.3% |
| 30D | +14.2% | -0.5% | +14.7% | +14.2% |
| 3M | +9.1% | +8.5% | +0.7% | +9.2% |
| 6M | +26.9% | -6.3% | +33.1% | +25.7% |
| YTD | +29.1% | -42.2% | +71.3% | +27.6% |
| 1Y | +36.8% | -43.4% | +80.2% | +37.8% |
| All | +36.8% | -44.4% | +81.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling