+87.3%
PCG vs CCEP
+7,553.0%
-7,465.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | +1.4% | +15.1% | -13.7% | -1.9% |
| 3M | -23.4% | +7.3% | -30.7% | -24.7% |
| 6M | -19.4% | +23.4% | -42.8% | -23.3% |
| YTD | -18.5% | +29.4% | -47.9% | -23.3% |
| 1Y | -19.5% | +34.2% | -53.8% | -25.0% |
| 3Y | -21.0% | +108.4% | -129.3% | -33.4% |
| 5Y | +13.7% | +147.3% | -133.5% | -8.4% |
| 10Y | -77.2% | +301.3% | -378.5% | -83.3% |
| All | +87.3% | +7,553.0% | -7,465.7% | -19.3% |
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