+302.3%
CCEP vs PTC
+326.2%
-23.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.5% |
| 30D | +12.7% | +0.7% | +12.0% | +12.5% |
| 3M | +8.5% | +32.6% | -24.1% | +1.0% |
| 6M | +25.6% | +33.6% | -8.0% | +16.0% |
| YTD | +30.9% | +12.4% | +18.5% | +25.3% |
| 1Y | +32.0% | +11.2% | +20.7% | +26.5% |
| 3Y | +110.9% | +31.7% | +79.3% | +88.3% |
| 5Y | +138.5% | +60.1% | +78.4% | +98.2% |
| 10Y | +302.3% | +317.2% | -14.9% | +150.5% |
| All | +302.3% | +326.2% | -23.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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