+821.1%
CCEP vs PSLV
+115.4%
+705.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -1.0% | +2.7% | -3.6% | -1.2% |
| 30D | -1.6% | +3.5% | -5.1% | -2.0% |
| 3M | +11.9% | +0.3% | +11.6% | +11.5% |
| 6M | +7.5% | -21.0% | +28.5% | +9.3% |
| YTD | +18.7% | -8.9% | +27.7% | +17.3% |
| 1Y | +21.4% | +54.0% | -32.6% | +12.2% |
| 3Y | +89.1% | +175.4% | -86.3% | +61.5% |
| 5Y | +108.7% | +157.7% | -48.9% | +78.0% |
| 10Y | +241.0% | +184.9% | +56.0% | +179.0% |
| All | +821.1% | +115.4% | +705.7% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling