+91.1%
PCG vs CCEP
+7,629.5%
-7,538.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | 0.0% | +5.7% | -5.7% | -1.3% |
| 30D | +5.8% | +15.3% | -9.5% | +2.4% |
| 3M | -22.8% | +8.0% | -30.8% | -24.2% |
| 6M | -18.4% | +26.7% | -45.1% | -22.9% |
| YTD | -16.9% | +30.7% | -47.6% | -22.0% |
| 1Y | -17.6% | +36.5% | -54.2% | -23.5% |
| 3Y | -20.0% | +111.1% | -131.1% | -32.8% |
| 5Y | +16.0% | +149.7% | -133.7% | -6.7% |
| 10Y | -76.7% | +305.3% | -382.0% | -83.0% |
| All | +91.1% | +7,629.5% | -7,538.4% | -17.9% |
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