-7.3%
PCAR vs CCEP
+28.5%
-35.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +2.2% | +5.7% | -3.6% | +0.3% |
| 30D | -4.4% | +15.3% | -19.7% | -8.6% |
| 3M | -21.4% | +8.0% | -29.4% | -23.5% |
| 6M | -7.3% | +26.7% | -34.1% | -14.8% |
| All | -7.3% | +28.5% | -35.8% | -14.8% |
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