+4.4%
PEP vs CCEP
+147.2%
-142.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | +2.9% | +2.1% | +0.8% | +2.1% |
| 30D | +12.5% | +10.6% | +1.9% | +8.3% |
| 3M | +4.5% | +10.3% | -5.8% | +0.6% |
| 6M | -0.5% | +31.1% | -31.6% | -10.0% |
| YTD | +4.4% | +32.1% | -27.7% | -6.1% |
| 1Y | +4.4% | +32.8% | -28.5% | -6.3% |
| 3Y | -3.4% | +111.3% | -114.7% | -26.8% |
| All | +4.4% | +147.2% | -142.8% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling