+303.0%
PBF vs CCEP
+638.0%
-335.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.6% |
| 7D | -7.4% | +1.7% | -9.0% | -8.7% |
| 30D | -17.5% | +12.7% | -30.2% | -24.2% |
| 3M | +13.1% | +8.5% | +4.6% | +5.8% |
| 6M | +72.6% | +25.6% | +47.1% | +45.5% |
| YTD | +161.2% | +30.9% | +130.3% | +108.1% |
| 1Y | +93.3% | +32.0% | +61.4% | +53.1% |
| 3Y | +80.7% | +110.9% | -30.3% | -3.5% |
| 5Y | +396.1% | +138.5% | +257.6% | +125.3% |
| 10Y | +252.3% | +302.3% | -50.0% | +11.2% |
| All | +303.0% | +638.0% | -335.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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