+340.4%
CCEP vs PRU
+98.4%
+242.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.8% | -2.8% | +4.6% | +2.8% |
| 30D | +12.2% | +8.5% | +3.7% | +8.6% |
| 3M | +10.7% | +1.7% | +8.9% | +9.8% |
| 6M | +27.5% | +24.8% | +2.7% | +16.8% |
| YTD | +31.3% | +13.3% | +18.1% | +24.1% |
| 1Y | +29.9% | +21.4% | +8.5% | +19.3% |
| 3Y | +111.1% | +54.8% | +56.3% | +69.7% |
| 5Y | +142.3% | +42.4% | +100.0% | +99.2% |
| All | +340.4% | +98.4% | +242.0% | +181.1% |
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