+13,096.5%
PCAR vs CCEP
+7,667.7%
+5,428.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.3% |
| 7D | +2.2% | +1.8% | +0.4% | +1.6% |
| 30D | +0.3% | +12.2% | -11.8% | -3.3% |
| 3M | -17.9% | +10.7% | -28.6% | -20.7% |
| 6M | -3.4% | +27.5% | -30.9% | -10.9% |
| YTD | -0.1% | +31.3% | -31.4% | -8.9% |
| 1Y | +13.4% | +29.9% | -16.5% | +3.8% |
| 3Y | +37.2% | +111.1% | -73.9% | +6.5% |
| 5Y | +117.3% | +142.3% | -25.0% | +60.0% |
| 10Y | +295.0% | +335.5% | -40.5% | +132.2% |
| All | +13,096.5% | +7,667.7% | +5,428.8% | +3,259.7% |
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