+110.9%
CCEP vs PENG
+191.6%
-80.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +1.3% |
| 7D | +1.7% | -3.8% | +5.4% | +1.7% |
| 30D | +12.7% | -40.1% | +52.8% | +12.5% |
| 3M | +8.5% | -21.8% | +30.3% | +8.3% |
| 6M | +25.6% | +3.3% | +22.2% | +23.1% |
| YTD | +30.9% | +133.6% | -102.7% | +24.2% |
| 1Y | +32.0% | +110.7% | -78.7% | +25.5% |
| 3Y | +110.9% | +204.3% | -93.3% | +86.2% |
| All | +110.9% | +191.6% | -80.7% | +86.2% |
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