+36.8%
CCEP vs PFGC
+12.5%
+24.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.5% | -9.7% | -0.5% |
| 7D | +4.2% | +13.9% | -9.6% | -0.1% |
| 30D | +14.2% | +18.4% | -4.2% | +8.3% |
| 3M | +9.1% | -2.5% | +11.7% | +9.1% |
| 6M | +26.9% | +26.0% | +0.8% | +18.2% |
| YTD | +29.1% | +21.9% | +7.2% | +18.0% |
| 1Y | +36.8% | +13.4% | +23.4% | +28.8% |
| All | +36.8% | +12.5% | +24.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling