+24.2%
CCEP vs PNR
-43.1%
+67.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -2.6% | -12.8% | +10.2% | -0.5% |
| 3M | +14.9% | -17.0% | +31.9% | +17.6% |
| 6M | +2.3% | -37.4% | +39.7% | +7.3% |
| YTD | +17.8% | -41.6% | +59.5% | +23.2% |
| 1Y | +24.2% | -44.6% | +68.8% | +29.1% |
| All | +24.2% | -43.1% | +67.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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