+89.1%
CCEP vs PHM
+52.3%
+36.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | -1.6% | -9.7% | +8.0% | 0.0% |
| 3M | +11.9% | +2.2% | +9.6% | +11.1% |
| 6M | +7.5% | -5.7% | +13.1% | +7.9% |
| YTD | +18.7% | +2.8% | +15.9% | +17.6% |
| 1Y | +21.4% | -14.4% | +35.8% | +23.1% |
| 3Y | +89.1% | +52.2% | +36.9% | +68.4% |
| All | +89.1% | +52.3% | +36.8% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling