+267.6%
CCEP vs PENG
+720.8%
-453.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.1% | -0.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.3% |
| 30D | +12.2% | -37.8% | +50.0% | +15.0% |
| 3M | +10.7% | -14.1% | +24.8% | +10.3% |
| 6M | +27.5% | +13.1% | +14.4% | +21.5% |
| YTD | +31.3% | +151.8% | -120.4% | +15.4% |
| 1Y | +29.9% | +136.0% | -106.1% | +14.7% |
| 3Y | +111.1% | +217.9% | -106.9% | +74.0% |
| 5Y | +142.3% | +64.1% | +78.3% | +105.7% |
| All | +267.6% | +720.8% | -453.2% | +162.2% |
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