-76.0%
PCG vs CCEP
+342.6%
-418.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +2.2% | +2.1% | +0.1% | +1.3% |
| 30D | +0.8% | +10.6% | -9.8% | -3.6% |
| 3M | -23.8% | +10.3% | -34.1% | -27.0% |
| 6M | -19.6% | +31.1% | -50.7% | -28.6% |
| YTD | -16.7% | +32.1% | -48.9% | -26.6% |
| 1Y | -19.4% | +32.8% | -52.2% | -29.1% |
| 3Y | -18.3% | +111.3% | -129.6% | -41.9% |
| 5Y | +10.4% | +147.5% | -137.1% | -28.3% |
| All | -76.0% | +342.6% | -418.5% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling