+149.7%
CCEP vs PENG
+31.0%
+118.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.0% | +24.3% | +2.0% |
| 7D | +5.7% | -36.7% | +42.4% | +7.1% |
| 30D | +15.3% | -42.0% | +57.4% | +17.0% |
| 3M | +8.0% | -33.2% | +41.2% | +8.6% |
| 6M | +26.7% | +2.1% | +24.6% | +21.0% |
| YTD | +30.7% | +90.3% | -59.6% | +18.0% |
| 1Y | +36.5% | +67.7% | -31.1% | +24.3% |
| 3Y | +111.1% | +154.2% | -43.1% | +75.6% |
| 5Y | +149.7% | +28.3% | +121.4% | +107.7% |
| All | +149.7% | +31.0% | +118.7% | +107.7% |
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