+138.5%
CCEP vs PENG
+56.2%
+82.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +0.9% |
| 7D | +1.7% | -3.8% | +5.4% | +1.6% |
| 30D | +12.7% | -40.1% | +52.8% | +14.5% |
| 3M | +8.5% | -21.8% | +30.3% | +8.6% |
| 6M | +25.6% | +3.3% | +22.2% | +21.1% |
| YTD | +30.9% | +133.6% | -102.7% | +17.5% |
| 1Y | +32.0% | +110.7% | -78.7% | +19.2% |
| 3Y | +110.9% | +204.3% | -93.3% | +75.1% |
| 5Y | +138.5% | +54.4% | +84.1% | +98.9% |
| All | +138.5% | +56.2% | +82.2% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling