+110.4%
CCEP vs PENG
+153.0%
-42.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.0% | +24.3% | +0.9% |
| 7D | +5.7% | -36.7% | +42.4% | +5.2% |
| 30D | +15.3% | -42.0% | +57.4% | +14.7% |
| 3M | +8.0% | -33.2% | +41.2% | +7.4% |
| 6M | +26.7% | +2.1% | +24.6% | +22.9% |
| YTD | +30.7% | +90.3% | -59.6% | +23.5% |
| 1Y | +36.5% | +67.7% | -31.1% | +29.4% |
| All | +110.4% | +153.0% | -42.6% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling