+3,280.0%
PFE vs CCEP
+6,869.6%
-3,589.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +1.8% | -3.1% | +4.8% | +2.5% |
| 30D | +10.2% | -2.6% | +12.8% | +10.8% |
| 3M | +12.7% | +14.9% | -2.3% | +9.0% |
| 6M | +10.5% | +2.3% | +8.3% | +9.6% |
| YTD | +20.2% | +17.8% | +2.3% | +15.3% |
| 1Y | +24.1% | +24.2% | -0.1% | +17.5% |
| 3Y | -3.6% | +84.7% | -88.3% | -16.9% |
| 5Y | -20.9% | +103.2% | -124.1% | -34.1% |
| 10Y | +35.8% | +257.4% | -221.5% | -3.3% |
| All | +3,280.0% | +6,869.6% | -3,589.7% | +1,039.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling