+1,425.7%
PBR vs CCEP
+1,857.7%
-432.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | -1.0% | +2.1% | -3.1% | -2.1% |
| 30D | -29.3% | +10.6% | -39.9% | -33.2% |
| 3M | +5.5% | +10.3% | -4.8% | -0.5% |
| 6M | -2.9% | +31.1% | -34.0% | -16.7% |
| YTD | +61.5% | +32.1% | +29.4% | +36.5% |
| 1Y | +46.9% | +32.8% | +14.0% | +23.7% |
| 3Y | +66.4% | +111.3% | -44.9% | +8.1% |
| 5Y | +460.3% | +147.5% | +312.8% | +223.9% |
| 10Y | +564.6% | +338.1% | +226.6% | +187.2% |
| All | +1,425.7% | +1,857.7% | -432.0% | +209.4% |
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