+107.0%
CCEP vs PPG
-24.6%
+131.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -5.7% | -5.1% | -0.6% | -4.0% |
| 30D | -3.4% | -9.6% | +6.2% | +0.1% |
| 3M | +5.5% | -6.4% | +11.9% | +7.6% |
| 6M | +2.2% | +0.5% | +1.7% | +1.1% |
| YTD | +14.6% | +4.4% | +10.2% | +11.3% |
| 1Y | +18.9% | -0.9% | +19.8% | +17.5% |
| 3Y | +82.6% | -17.0% | +99.6% | +90.3% |
| 5Y | +107.0% | -23.7% | +130.6% | +120.4% |
| All | +107.0% | -24.6% | +131.6% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling