+230.1%
CCEP vs PSLV
+190.6%
+39.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.8% | -3.5% | +0.6% | -2.5% |
| 30D | -4.0% | -2.1% | -1.9% | -3.9% |
| 3M | +5.2% | -1.6% | +6.8% | +5.1% |
| 6M | +2.7% | -25.5% | +28.2% | +5.3% |
| YTD | +14.5% | -11.4% | +25.9% | +12.8% |
| 1Y | +17.2% | +48.6% | -31.4% | +6.3% |
| 3Y | +79.3% | +166.9% | -87.5% | +46.1% |
| 5Y | +106.8% | +152.4% | -45.6% | +67.2% |
| All | +230.1% | +190.6% | +39.5% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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