+80.3%
PEP vs CCEP
+299.9%
-219.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +1.0% | +1.7% | -0.6% | +0.5% |
| 30D | +12.6% | +12.7% | -0.1% | +8.0% |
| 3M | +3.1% | +8.5% | -5.3% | +0.2% |
| 6M | -6.3% | +25.6% | -31.8% | -13.5% |
| YTD | +1.9% | +30.9% | -29.1% | -7.6% |
| 1Y | +3.3% | +32.0% | -28.7% | -6.6% |
| 3Y | -4.8% | +110.9% | -115.8% | -27.2% |
| 5Y | +2.0% | +138.5% | -136.4% | -26.0% |
| 10Y | +80.3% | +302.3% | -222.0% | +8.6% |
| All | +80.3% | +299.9% | -219.6% | +8.6% |
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