+116.1%
PG vs CCEP
+236.1%
-120.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | 0.0% |
| 30D | +0.8% | -4.0% | +4.9% | +2.0% |
| 3M | -1.3% | +5.2% | -6.5% | -3.0% |
| 6M | -3.8% | +2.7% | -6.5% | -4.8% |
| YTD | +3.6% | +14.5% | -10.9% | -0.5% |
| 1Y | -5.7% | +17.2% | -22.9% | -10.1% |
| 3Y | +1.6% | +79.3% | -77.7% | -14.3% |
| 5Y | +14.6% | +106.8% | -92.2% | -8.2% |
| All | +116.1% | +236.1% | -120.0% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling