+262.2%
CCEP vs PENG
+597.2%
-335.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.8% |
| 7D | +2.6% | -19.4% | +22.0% | +3.6% |
| 30D | +15.1% | -42.4% | +57.5% | +18.6% |
| 3M | +7.3% | -25.6% | +32.9% | +8.0% |
| 6M | +23.4% | +7.3% | +16.1% | +17.6% |
| YTD | +29.4% | +113.9% | -84.4% | +14.9% |
| 1Y | +34.2% | +93.6% | -59.3% | +20.1% |
| 3Y | +108.4% | +170.2% | -61.9% | +73.6% |
| 5Y | +147.3% | +44.2% | +103.1% | +111.4% |
| All | +262.2% | +597.2% | -335.0% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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