+6,869.6%
CCEP vs PNR
+3,652.8%
+3,216.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -2.6% | -12.8% | +10.2% | +0.6% |
| 3M | +14.9% | -17.0% | +31.9% | +19.5% |
| 6M | +2.3% | -37.4% | +39.7% | +13.6% |
| YTD | +17.8% | -41.6% | +59.5% | +32.6% |
| 1Y | +24.2% | -44.6% | +68.8% | +41.4% |
| 3Y | +84.7% | -12.1% | +96.9% | +84.7% |
| 5Y | +103.2% | -17.4% | +120.6% | +103.3% |
| 10Y | +257.4% | +64.0% | +193.4% | +196.3% |
| All | +6,869.6% | +3,652.8% | +3,216.8% | +3,374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling