+12,611.2%
PCAR vs CCEP
+7,629.5%
+4,981.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +2.2% | +5.7% | -3.6% | +0.4% |
| 30D | -4.4% | +15.3% | -19.7% | -8.7% |
| 3M | -21.4% | +8.0% | -29.4% | -23.5% |
| 6M | -7.3% | +26.7% | -34.1% | -14.3% |
| YTD | -3.8% | +30.7% | -34.5% | -12.1% |
| 1Y | +6.3% | +36.5% | -30.3% | -4.3% |
| 3Y | +34.4% | +111.1% | -76.8% | +4.3% |
| 5Y | +109.2% | +149.7% | -40.5% | +52.5% |
| 10Y | +312.9% | +305.3% | +7.5% | +147.3% |
| All | +12,611.2% | +7,629.5% | +4,981.7% | +3,140.6% |
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