+302.3%
CCEP vs PEGA
+99.2%
+203.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.7% |
| 7D | +1.7% | -10.0% | +11.6% | +3.1% |
| 30D | +12.7% | -12.7% | +25.4% | +14.7% |
| 3M | +8.5% | -4.6% | +13.1% | +8.9% |
| 6M | +25.6% | -13.1% | +38.7% | +26.9% |
| YTD | +30.9% | -47.6% | +78.5% | +41.1% |
| 1Y | +32.0% | -47.0% | +79.0% | +41.8% |
| 3Y | +110.9% | +42.0% | +68.9% | +79.6% |
| 5Y | +138.5% | -47.8% | +186.3% | +146.9% |
| 10Y | +302.3% | +92.0% | +210.3% | +202.9% |
| All | +302.3% | +99.2% | +203.1% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling