+76.6%
PEP vs CCEP
+244.1%
-167.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.7% | -1.6% | +2.3% | +1.2% |
| 3M | -0.5% | +11.9% | -12.4% | -4.4% |
| 6M | -11.3% | +7.5% | -18.8% | -13.7% |
| YTD | -0.6% | +18.7% | -19.3% | -6.6% |
| 1Y | +1.7% | +21.4% | -19.7% | -5.3% |
| 3Y | -12.5% | +89.1% | -101.6% | -30.4% |
| 5Y | +3.9% | +108.7% | -104.8% | -21.2% |
| 10Y | +76.6% | +241.0% | -164.4% | +12.0% |
| All | +76.6% | +244.1% | -167.5% | +12.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling