+12,304.7%
PCAR vs CCEP
+7,553.0%
+4,751.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | -4.6% | +15.1% | -19.7% | -8.8% |
| 3M | -22.6% | +7.3% | -29.9% | -24.4% |
| 6M | -12.0% | +23.4% | -35.4% | -17.9% |
| YTD | -6.1% | +29.4% | -35.5% | -14.0% |
| 1Y | +6.3% | +34.2% | -27.9% | -3.7% |
| 3Y | +31.8% | +108.4% | -76.6% | +2.7% |
| 5Y | +104.2% | +147.3% | -43.1% | +49.3% |
| 10Y | +302.9% | +301.3% | +1.6% | +142.1% |
| All | +12,304.7% | +7,553.0% | +4,751.7% | +3,072.6% |
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