+268.2%
PM vs CCEP
+336.4%
-68.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -1.3% | +11.0% | -12.3% | -5.4% |
| 3M | +6.5% | +9.2% | -2.7% | +2.7% |
| 6M | +7.0% | +27.2% | -20.2% | -3.0% |
| YTD | +25.8% | +30.3% | -4.5% | +12.7% |
| 1Y | +30.9% | +28.7% | +2.2% | +17.8% |
| 3Y | +148.0% | +109.4% | +38.5% | +83.2% |
| 5Y | +161.2% | +144.1% | +17.1% | +78.2% |
| All | +268.2% | +336.4% | -68.3% | +103.1% |
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