+1,710.8%
CCEP vs PSKY
-63.1%
+1,773.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +3.3% |
| 7D | +7.8% | -24.6% | +32.4% | +12.8% |
| 30D | +7.4% | -36.1% | +43.5% | +16.0% |
| 3M | +20.1% | -37.1% | +57.2% | +27.1% |
| 6M | +17.4% | -40.5% | +57.9% | +25.4% |
| YTD | +25.2% | -47.7% | +72.9% | +36.0% |
| 1Y | +29.3% | -58.4% | +87.6% | +46.5% |
| 3Y | +109.8% | -40.7% | +150.4% | +101.5% |
| 5Y | +139.6% | -80.0% | +219.6% | +184.0% |
| 10Y | +287.9% | -84.4% | +372.3% | +319.2% |
| All | +1,710.8% | -63.1% | +1,773.9% | +1,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling