+241.0%
CCEP vs PFG
+239.4%
+1.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -1.0% | +6.0% | -7.0% | -3.2% |
| 30D | -1.6% | +2.2% | -3.8% | -2.5% |
| 3M | +11.9% | +10.4% | +1.5% | +7.5% |
| 6M | +7.5% | +27.8% | -20.3% | -2.4% |
| YTD | +18.7% | +33.6% | -14.9% | +5.7% |
| 1Y | +21.4% | +49.3% | -27.9% | +3.2% |
| 3Y | +89.1% | +69.7% | +19.4% | +48.5% |
| 5Y | +108.7% | +111.3% | -2.6% | +45.8% |
| 10Y | +241.0% | +240.3% | +0.7% | +78.0% |
| All | +241.0% | +239.4% | +1.5% | +78.0% |
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