+107.2%
CCEP vs PENG
+115.2%
-8.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.5% | -3.5% |
| 7D | -3.1% | +4.5% | -7.6% | -3.3% |
| 30D | -2.6% | -7.1% | +4.5% | -2.3% |
| 3M | +14.9% | -27.3% | +42.2% | +15.7% |
| 6M | +2.3% | +169.6% | -167.3% | -8.4% |
| YTD | +17.8% | +164.6% | -146.8% | +5.5% |
| 1Y | +24.2% | +109.5% | -85.3% | +12.9% |
| 3Y | +84.7% | +98.9% | -14.2% | +61.4% |
| All | +107.2% | +115.2% | -8.0% | +71.3% |
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