+343.1%
CCEP vs PHM
+670.5%
-327.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | -4.1% | +6.2% | +3.2% |
| 30D | +10.6% | +16.1% | -5.6% | +6.3% |
| 3M | +10.3% | -2.5% | +12.8% | +10.8% |
| 6M | +31.1% | +12.9% | +18.2% | +26.2% |
| YTD | +32.1% | +9.0% | +23.1% | +27.9% |
| 1Y | +32.8% | +8.2% | +24.7% | +28.6% |
| 3Y | +111.3% | +58.4% | +52.9% | +78.3% |
| 5Y | +147.5% | +159.2% | -11.7% | +75.4% |
| All | +343.1% | +670.5% | -327.5% | +149.0% |
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