+3,356.8%
CCEP vs PEGA
+1,036.4%
+2,320.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +2.6% | -4.5% | +7.1% | +2.9% |
| 30D | +15.1% | -5.7% | +20.8% | +15.6% |
| 3M | +7.3% | +2.7% | +4.6% | +7.0% |
| 6M | +23.4% | -10.5% | +33.9% | +23.9% |
| YTD | +29.4% | -45.4% | +74.8% | +33.8% |
| 1Y | +34.2% | -44.7% | +79.0% | +38.6% |
| 3Y | +108.4% | +45.7% | +62.7% | +97.0% |
| 5Y | +147.3% | -45.3% | +192.5% | +146.0% |
| 10Y | +301.3% | +102.6% | +198.8% | +265.8% |
| All | +3,356.8% | +1,036.4% | +2,320.3% | +2,557.1% |
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