+302.3%
CCEP vs PFG
+203.0%
+99.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.9% | -0.4% |
| 7D | +1.7% | +2.3% | -0.6% | +0.7% |
| 30D | +12.7% | +7.6% | +5.1% | +9.5% |
| 3M | +8.5% | +2.5% | +6.0% | +7.2% |
| 6M | +25.6% | +16.6% | +9.0% | +17.9% |
| YTD | +30.9% | +34.1% | -3.1% | +16.2% |
| 1Y | +32.0% | +44.1% | -12.1% | +13.8% |
| 3Y | +110.9% | +86.3% | +24.7% | +59.1% |
| 5Y | +138.5% | +101.6% | +36.9% | +69.8% |
| 10Y | +302.3% | +197.9% | +104.4% | +138.5% |
| All | +302.3% | +203.0% | +99.3% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling