+7,553.0%
CCEP vs PTC
+8,817.5%
-1,264.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.1% | +0.8% | +14.4% | +15.0% |
| 3M | +7.3% | +32.1% | -24.8% | +3.1% |
| 6M | +23.4% | +42.6% | -19.2% | +17.2% |
| YTD | +29.4% | +12.0% | +17.4% | +26.1% |
| 1Y | +34.2% | +12.2% | +22.1% | +30.8% |
| 3Y | +108.4% | +31.2% | +77.1% | +97.4% |
| 5Y | +147.3% | +54.9% | +92.4% | +128.4% |
| 10Y | +301.3% | +343.1% | -41.8% | +224.2% |
| All | +7,553.0% | +8,817.5% | -1,264.5% | +2,995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling