-11.9%
PEP vs CCEP
+85.5%
-97.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.6% |
| 7D | -1.4% | -3.1% | +1.7% | -0.1% |
| 30D | +0.2% | -2.6% | +2.8% | +1.3% |
| 3M | -1.1% | +14.9% | -16.0% | -6.5% |
| 6M | -13.5% | +2.3% | -15.7% | -14.5% |
| YTD | -1.2% | +17.8% | -19.0% | -7.9% |
| 1Y | -1.6% | +24.2% | -25.8% | -10.2% |
| All | -11.9% | +85.5% | -97.4% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling