+343.1%
CCEP vs PNR
+99.2%
+243.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +10.6% | +31.7% | -21.1% | +0.8% |
| 3M | +10.3% | +2.6% | +7.7% | +8.9% |
| 6M | +31.1% | -6.4% | +37.5% | +32.3% |
| YTD | +32.1% | -33.4% | +65.6% | +48.3% |
| 1Y | +32.8% | -35.1% | +67.9% | +50.2% |
| 3Y | +111.3% | +17.1% | +94.3% | +85.9% |
| 5Y | +147.5% | -3.5% | +151.1% | +128.6% |
| All | +343.1% | +99.2% | +243.8% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling