+158.8%
PGR vs CCEP
+107.2%
+51.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -2.8% | +2.2% | +0.1% |
| 30D | +4.9% | -4.0% | +9.0% | +6.0% |
| 3M | +7.6% | +5.2% | +2.4% | +6.3% |
| 6M | +8.3% | +2.7% | +5.5% | +7.4% |
| YTD | +1.7% | +14.5% | -12.8% | -1.9% |
| 1Y | -6.8% | +17.2% | -24.0% | -10.7% |
| 3Y | +73.4% | +79.3% | -5.9% | +51.9% |
| All | +158.8% | +107.2% | +51.6% | +111.9% |
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