-21.5%
PFE vs CCEP
+148.1%
-169.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -3.7% | +2.6% | -6.3% | -4.3% |
| 30D | +5.0% | +15.1% | -10.2% | +1.8% |
| 3M | +12.2% | +7.3% | +4.9% | +10.3% |
| 6M | +14.6% | +23.4% | -8.8% | +9.0% |
| YTD | +24.1% | +29.4% | -5.3% | +16.5% |
| 1Y | +26.6% | +34.2% | -7.7% | +17.8% |
| 3Y | +14.3% | +108.4% | -94.0% | -2.6% |
| All | -21.5% | +148.1% | -169.6% | -36.1% |
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