+238.1%
CCEP vs PHM
+545.0%
-306.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.3% |
| 7D | -3.7% | -3.9% | +0.2% | -2.7% |
| 30D | -2.1% | -8.6% | +6.5% | +0.1% |
| 3M | +7.2% | -2.9% | +10.1% | +7.5% |
| 6M | +3.3% | -5.7% | +9.0% | +4.2% |
| YTD | +15.7% | +1.9% | +13.8% | +14.1% |
| 1Y | +16.6% | -12.3% | +28.9% | +19.2% |
| 3Y | +84.3% | +50.8% | +33.5% | +57.7% |
| 5Y | +109.0% | +157.3% | -48.3% | +49.2% |
| 10Y | +238.1% | +566.5% | -328.4% | +108.7% |
| All | +238.1% | +545.0% | -306.8% | +108.7% |
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