+31.0%
CCEP vs PHM
+7.3%
+23.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -0.3% | -6.1% | +5.8% | +1.3% |
| 30D | +11.0% | +13.7% | -2.8% | +7.4% |
| 3M | +9.2% | -1.5% | +10.7% | +9.2% |
| 6M | +27.2% | +11.3% | +15.9% | +22.4% |
| YTD | +30.3% | +8.9% | +21.4% | +25.6% |
| All | +31.0% | +7.3% | +23.7% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling