+3,048.1%
CCEP vs PEGA
+1,209.2%
+1,838.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -3.0% |
| 7D | -3.1% | +3.3% | -6.4% | -3.3% |
| 30D | -2.6% | +17.7% | -20.3% | -3.8% |
| 3M | +14.9% | +5.8% | +9.1% | +14.2% |
| 6M | +2.3% | -20.3% | +22.5% | +3.4% |
| YTD | +17.8% | -37.1% | +55.0% | +20.7% |
| 1Y | +24.2% | -30.2% | +54.4% | +26.1% |
| 3Y | +84.7% | +48.1% | +36.6% | +74.5% |
| 5Y | +103.2% | -46.8% | +150.0% | +102.6% |
| 10Y | +257.4% | +191.3% | +66.1% | +218.5% |
| All | +3,048.1% | +1,209.2% | +1,838.9% | +2,297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling