+107.0%
CCEP vs PSLV
+148.4%
-41.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.6% |
| 7D | -5.7% | -4.9% | -0.9% | -5.5% |
| 30D | -3.4% | -1.9% | -1.5% | -3.4% |
| 3M | +5.5% | +4.2% | +1.3% | +5.1% |
| 6M | +2.2% | -27.6% | +29.8% | +3.9% |
| YTD | +14.6% | -11.7% | +26.3% | +13.3% |
| 1Y | +18.9% | +49.3% | -30.4% | +10.6% |
| 3Y | +82.6% | +167.1% | -84.5% | +55.6% |
| 5Y | +107.0% | +151.7% | -44.7% | +62.9% |
| All | +107.0% | +148.4% | -41.4% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling