+148.2%
CCEP vs PRU
+36.1%
+112.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | +15.1% | +6.1% | +9.0% | +13.0% |
| 3M | +7.3% | -0.7% | +8.0% | +7.4% |
| 6M | +23.4% | +22.1% | +1.4% | +16.1% |
| YTD | +29.4% | +9.8% | +19.6% | +25.1% |
| 1Y | +34.2% | +19.4% | +14.9% | +26.2% |
| 3Y | +108.4% | +50.4% | +58.0% | +70.3% |
| All | +148.2% | +36.1% | +112.0% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling