+1,382.4%
PBR vs CCEP
+1,846.1%
-463.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -9.1% | +1.8% | -10.9% | -9.9% |
| 30D | -29.9% | +12.2% | -42.1% | -34.2% |
| 3M | +2.3% | +10.7% | -8.4% | -3.7% |
| 6M | -10.9% | +27.5% | -38.4% | -22.5% |
| YTD | +56.9% | +31.3% | +25.6% | +33.1% |
| 1Y | +38.0% | +29.9% | +8.1% | +17.6% |
| 3Y | +64.8% | +111.1% | -46.3% | +7.1% |
| 5Y | +447.1% | +142.3% | +304.8% | +219.8% |
| 10Y | +545.8% | +335.5% | +210.3% | +179.9% |
| All | +1,382.4% | +1,846.1% | -463.7% | +201.6% |
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