+65.0%
PPL vs CCEP
+342.1%
-277.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.0% | +1.8% | -2.7% | -1.6% |
| 30D | +3.0% | +12.2% | -9.1% | -1.4% |
| 3M | +1.1% | +10.7% | -9.5% | -2.9% |
| 6M | -0.8% | +27.5% | -28.2% | -9.8% |
| YTD | +3.5% | +31.3% | -27.9% | -7.5% |
| 1Y | -0.9% | +29.9% | -30.8% | -11.1% |
| 3Y | +54.2% | +111.1% | -56.9% | +13.1% |
| 5Y | +46.3% | +142.3% | -96.0% | -0.3% |
| 10Y | +65.0% | +335.5% | -270.4% | -10.6% |
| All | +65.0% | +342.1% | -277.0% | -10.6% |
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