+89.1%
CCEP vs PSKY
-12.8%
+101.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.0% | +2.4% | -3.3% | -1.1% |
| 30D | -1.6% | +17.5% | -19.1% | -2.3% |
| 3M | +11.9% | +4.4% | +7.4% | +11.6% |
| 6M | +7.5% | -9.0% | +16.5% | +7.7% |
| YTD | +18.7% | -18.6% | +37.3% | +19.4% |
| 1Y | +21.4% | -27.7% | +49.1% | +22.5% |
| 3Y | +89.1% | -16.9% | +106.0% | +86.1% |
| All | +89.1% | -12.8% | +101.9% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling