+117.4%
PM vs CCEP
+105.1%
+12.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -0.8% |
| 7D | -4.9% | -3.1% | -1.8% | -3.8% |
| 30D | -3.4% | -2.6% | -0.8% | -2.4% |
| 3M | +5.2% | +14.9% | -9.8% | -0.2% |
| 6M | +3.7% | +2.3% | +1.5% | +2.7% |
| YTD | +15.8% | +17.8% | -2.1% | +8.6% |
| 1Y | +17.4% | +24.2% | -6.8% | +8.0% |
| 3Y | +116.9% | +84.7% | +32.2% | +72.9% |
| All | +117.4% | +105.1% | +12.3% | +62.2% |
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