+1,951.8%
CCEP vs PRU
+809.8%
+1,142.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +2.2% |
| 7D | +5.7% | +4.8% | +0.9% | +4.3% |
| 30D | +15.3% | +7.9% | +7.5% | +12.9% |
| 3M | +8.0% | +3.1% | +4.9% | +7.0% |
| 6M | +26.7% | +25.2% | +1.5% | +18.8% |
| YTD | +30.7% | +12.7% | +18.0% | +25.6% |
| 1Y | +36.5% | +23.5% | +13.1% | +27.8% |
| 3Y | +111.1% | +50.6% | +60.5% | +83.4% |
| 5Y | +149.7% | +40.9% | +108.9% | +119.5% |
| 10Y | +305.3% | +125.5% | +179.9% | +197.9% |
| All | +1,951.8% | +809.8% | +1,142.0% | +682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling