+3,439.0%
PFE vs CCEP
+7,646.6%
-4,207.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.7% | +5.4% | -6.1% | -1.9% |
| 30D | +5.3% | +12.8% | -7.4% | +2.5% |
| 3M | +10.1% | +10.9% | -0.7% | +7.5% |
| 6M | +18.0% | +25.6% | -7.6% | +11.7% |
| YTD | +25.8% | +31.0% | -5.2% | +17.8% |
| 1Y | +28.4% | +32.3% | -3.8% | +20.0% |
| 3Y | +20.9% | +110.5% | -89.6% | +1.3% |
| 5Y | -21.5% | +141.8% | -163.3% | -37.1% |
| 10Y | +46.2% | +341.1% | -294.9% | -0.5% |
| All | +3,439.0% | +7,646.6% | -4,207.6% | +1,063.8% |
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