+302.3%
CCEP vs PRU
+115.4%
+186.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.3% |
| 7D | +1.7% | +3.2% | -1.5% | +0.4% |
| 30D | +12.7% | +7.9% | +4.8% | +9.4% |
| 3M | +8.5% | +1.8% | +6.7% | +7.6% |
| 6M | +25.6% | +24.1% | +1.4% | +15.4% |
| YTD | +30.9% | +12.4% | +18.6% | +24.2% |
| 1Y | +32.0% | +20.9% | +11.1% | +21.5% |
| 3Y | +110.9% | +55.5% | +55.5% | +69.7% |
| 5Y | +138.5% | +42.7% | +95.8% | +96.3% |
| 10Y | +302.3% | +106.1% | +196.2% | +199.3% |
| All | +302.3% | +115.4% | +186.9% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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