+117.3%
PCAR vs CCEP
+140.5%
-23.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.3% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +0.3% | +12.2% | -11.8% | -4.0% |
| 3M | -17.9% | +10.7% | -28.6% | -21.2% |
| 6M | -3.4% | +27.5% | -30.9% | -12.3% |
| YTD | -0.1% | +31.3% | -31.4% | -10.7% |
| 1Y | +13.4% | +29.9% | -16.5% | +1.8% |
| 3Y | +37.2% | +111.1% | -73.9% | -3.1% |
| 5Y | +117.3% | +142.3% | -25.0% | +38.1% |
| All | +117.3% | +140.5% | -23.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling