+230.1%
CCEP vs PSKY
-74.6%
+304.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | -4.0% | +11.6% | -15.6% | -5.5% |
| 3M | +5.2% | +1.5% | +3.7% | +4.8% |
| 6M | +2.7% | +7.7% | -5.0% | +1.1% |
| YTD | +14.5% | -20.1% | +34.6% | +16.9% |
| 1Y | +17.2% | -38.3% | +55.4% | +23.3% |
| 3Y | +79.3% | -17.7% | +97.1% | +71.9% |
| 5Y | +106.8% | -69.9% | +176.6% | +129.9% |
| All | +230.1% | -74.6% | +304.7% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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