+1,603.9%
CCEP vs PSKY
-42.2%
+1,646.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -2.6% | +24.0% | -26.6% | -7.0% |
| 3M | +14.9% | +2.2% | +12.8% | +14.0% |
| 6M | +2.3% | -9.0% | +11.2% | +3.2% |
| YTD | +17.8% | -18.1% | +36.0% | +20.8% |
| 1Y | +24.2% | -25.1% | +49.3% | +28.1% |
| 3Y | +84.7% | -16.3% | +101.1% | +71.7% |
| 5Y | +103.2% | -70.4% | +173.6% | +130.7% |
| 10Y | +257.4% | -74.2% | +331.5% | +257.9% |
| All | +1,603.9% | -42.2% | +1,646.1% | +1,003.0% |
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