+2,077.4%
CCEP vs PFG
+960.1%
+1,117.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +15.1% | +2.0% | +13.1% | +14.5% |
| 3M | +7.3% | -3.2% | +10.4% | +8.0% |
| 6M | +23.4% | +10.9% | +12.5% | +19.7% |
| YTD | +29.4% | +28.8% | +0.6% | +20.2% |
| 1Y | +34.2% | +39.2% | -4.9% | +22.0% |
| 3Y | +108.4% | +75.0% | +33.3% | +74.8% |
| 5Y | +147.3% | +91.9% | +55.3% | +100.3% |
| 10Y | +301.3% | +202.3% | +99.0% | +176.4% |
| All | +2,077.4% | +960.1% | +1,117.2% | +836.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling