+12.8%
PG vs CCEP
+105.7%
-92.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -2.7% | -5.7% | +3.1% | -0.9% |
| 30D | -1.5% | -3.4% | +1.9% | -0.5% |
| 3M | -3.4% | +5.5% | -8.9% | -5.3% |
| 6M | -7.0% | +2.2% | -9.2% | -8.0% |
| YTD | +2.0% | +14.6% | -12.7% | -2.5% |
| 1Y | -6.5% | +18.9% | -25.4% | -11.6% |
| 3Y | +1.2% | +82.6% | -81.4% | -15.9% |
| 5Y | +12.8% | +107.0% | -94.2% | -11.4% |
| All | +12.8% | +105.7% | -92.9% | -11.4% |
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