+241.0%
CCEP vs PEGA
+175.4%
+65.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -1.6% | +9.6% | -11.2% | -3.0% |
| 3M | +11.9% | +2.3% | +9.5% | +10.9% |
| 6M | +7.5% | -23.9% | +31.3% | +10.5% |
| YTD | +18.7% | -39.8% | +58.5% | +25.6% |
| 1Y | +21.4% | -37.4% | +58.8% | +27.2% |
| 3Y | +89.1% | +53.1% | +36.0% | +60.5% |
| 5Y | +108.7% | -47.2% | +155.9% | +118.8% |
| 10Y | +241.0% | +174.3% | +66.6% | +154.9% |
| All | +241.0% | +175.4% | +65.6% | +154.9% |
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