+330.8%
PBF vs CCEP
+564.3%
-233.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.7% |
| 7D | +4.3% | -3.1% | +7.4% | +6.4% |
| 30D | +22.0% | -2.6% | +24.6% | +23.8% |
| 3M | +74.5% | +14.9% | +59.6% | +58.0% |
| 6M | +67.7% | +2.3% | +65.4% | +60.9% |
| YTD | +179.2% | +17.8% | +161.3% | +140.7% |
| 1Y | +170.0% | +24.2% | +145.8% | +122.7% |
| 3Y | +66.4% | +84.7% | -18.3% | -2.3% |
| 5Y | +764.5% | +103.2% | +661.3% | +345.3% |
| 10Y | +358.5% | +257.4% | +101.1% | +57.6% |
| All | +330.8% | +564.3% | -233.5% | +1.3% |
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