+148.2%
CCEP vs PENG
+42.1%
+106.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.4% |
| 7D | +2.6% | -19.4% | +22.0% | +3.1% |
| 30D | +15.1% | -42.4% | +57.5% | +17.1% |
| 3M | +7.3% | -25.6% | +32.9% | +7.5% |
| 6M | +23.4% | +7.3% | +16.1% | +18.0% |
| YTD | +29.4% | +113.9% | -84.4% | +16.4% |
| 1Y | +34.2% | +93.6% | -59.3% | +21.5% |
| 3Y | +108.4% | +170.2% | -61.9% | +73.9% |
| All | +148.2% | +42.1% | +106.0% | +106.0% |
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