+47.1%
PPL vs CCEP
+147.2%
-100.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | -0.4% | +2.1% | -2.5% | -1.0% |
| 30D | +2.6% | +10.6% | -7.9% | -0.5% |
| 3M | +0.8% | +10.3% | -9.5% | -2.3% |
| 6M | +1.4% | +31.1% | -29.7% | -6.9% |
| YTD | +4.3% | +32.1% | -27.8% | -4.9% |
| 1Y | +0.8% | +32.8% | -32.1% | -8.3% |
| 3Y | +57.9% | +111.3% | -53.4% | +21.8% |
| All | +47.1% | +147.2% | -100.1% | +5.2% |
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