+168.1%
PM vs CCEP
+148.1%
+20.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.2% | +2.6% | -7.8% | -6.2% |
| 30D | +2.7% | +15.1% | -12.4% | -2.8% |
| 3M | +6.1% | +7.3% | -1.1% | +3.1% |
| 6M | +18.0% | +23.4% | -5.4% | +8.6% |
| YTD | +26.6% | +29.4% | -2.8% | +14.4% |
| 1Y | +36.7% | +34.2% | +2.4% | +21.9% |
| 3Y | +146.0% | +108.4% | +37.7% | +87.1% |
| All | +168.1% | +148.1% | +20.0% | +86.0% |
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