+23.4%
PFE vs CCEP
+112.6%
-89.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | +1.8% | -4.7% | -3.4% |
| 30D | +5.2% | +12.2% | -7.0% | +2.2% |
| 3M | +12.2% | +10.7% | +1.6% | +9.3% |
| 6M | +17.8% | +27.5% | -9.7% | +10.0% |
| YTD | +26.2% | +31.3% | -5.2% | +16.5% |
| 1Y | +23.2% | +29.9% | -6.7% | +14.0% |
| All | +23.4% | +112.6% | -89.2% | +2.7% |
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