+36.8%
CCEP vs PNR
-31.2%
+67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.3% |
| 7D | +4.2% | +11.9% | -7.7% | +2.5% |
| 30D | +14.2% | +37.1% | -23.0% | +8.7% |
| 3M | +9.1% | +5.7% | +3.5% | +8.5% |
| 6M | +26.9% | -5.7% | +32.5% | +27.7% |
| YTD | +29.1% | -29.8% | +58.9% | +32.4% |
| 1Y | +36.8% | -31.8% | +68.6% | +42.0% |
| All | +36.8% | -31.2% | +67.9% | +42.0% |
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