+6,869.6%
CCEP vs PTC
+6,346.6%
+523.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -2.4% |
| 7D | -3.1% | -10.3% | +7.2% | -1.8% |
| 30D | -2.6% | +1.1% | -3.7% | -2.8% |
| 3M | +14.9% | +1.6% | +13.3% | +14.4% |
| 6M | +2.3% | -13.5% | +15.7% | +3.5% |
| YTD | +17.8% | -19.1% | +36.9% | +20.0% |
| 1Y | +24.2% | -33.9% | +58.1% | +29.4% |
| 3Y | +84.7% | -3.9% | +88.6% | +82.6% |
| 5Y | +103.2% | +6.0% | +97.2% | +97.4% |
| 10Y | +257.4% | +223.7% | +33.6% | +201.2% |
| All | +6,869.6% | +6,346.6% | +523.0% | +2,846.2% |
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