+1,750.1%
CCEP vs PRU
+806.6%
+943.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -3.1% | +1.9% | -4.9% | -3.6% |
| 30D | -2.6% | +2.7% | -5.3% | -3.4% |
| 3M | +14.9% | +19.5% | -4.5% | +9.3% |
| 6M | +2.3% | +26.6% | -24.4% | -4.5% |
| YTD | +17.8% | +12.3% | +5.5% | +13.4% |
| 1Y | +24.2% | +18.0% | +6.2% | +17.7% |
| 3Y | +84.7% | +47.0% | +37.7% | +61.5% |
| 5Y | +103.2% | +48.4% | +54.8% | +75.9% |
| 10Y | +257.4% | +142.4% | +114.9% | +158.0% |
| All | +1,750.1% | +806.6% | +943.6% | +606.5% |
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