+341.1%
CCEP vs PHM
+709.0%
-367.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +1.1% |
| 7D | +5.4% | +2.9% | +2.4% | +4.5% |
| 30D | +12.8% | +16.5% | -3.7% | +8.3% |
| 3M | +10.9% | +0.6% | +10.2% | +10.4% |
| 6M | +25.6% | +11.6% | +14.0% | +21.3% |
| YTD | +31.0% | +12.1% | +18.9% | +25.9% |
| 1Y | +32.3% | +9.6% | +22.7% | +27.7% |
| 3Y | +110.5% | +62.3% | +48.3% | +76.6% |
| 5Y | +141.8% | +170.4% | -28.6% | +69.6% |
| 10Y | +341.1% | +683.0% | -341.9% | +151.0% |
| All | +341.1% | +709.0% | -367.8% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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