-10.9%
PBR vs CCEP
+26.8%
-37.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.4% |
| 7D | -9.1% | +1.8% | -10.9% | -8.6% |
| 30D | -29.9% | +12.2% | -42.1% | -27.8% |
| 3M | +2.3% | +10.7% | -8.4% | +4.9% |
| 6M | -10.9% | +27.5% | -38.4% | -11.5% |
| All | -10.9% | +26.8% | -37.7% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling