+3,837.3%
PNC vs CCEP
+7,713.8%
-3,876.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.1% | +2.1% | +1.0% | +2.4% |
| 30D | +7.6% | +10.6% | -2.9% | +4.1% |
| 3M | -8.1% | +10.3% | -18.5% | -11.2% |
| 6M | +12.6% | +31.1% | -18.5% | +2.7% |
| YTD | +15.0% | +32.1% | -17.2% | +4.1% |
| 1Y | +30.4% | +32.8% | -2.4% | +17.9% |
| 3Y | +116.1% | +111.3% | +4.8% | +66.0% |
| 5Y | +37.5% | +147.5% | -110.0% | -0.5% |
| 10Y | +205.1% | +338.1% | -133.0% | +83.1% |
| All | +3,837.3% | +7,713.8% | -3,876.5% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling