+14,023.4%
PSA vs CCEP
+6,869.6%
+7,153.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | -7.7% | -2.6% | -5.1% | -7.3% |
| 3M | -0.6% | +14.9% | -15.5% | -3.4% |
| 6M | -0.9% | +2.3% | -3.2% | -1.4% |
| YTD | +18.7% | +17.8% | +0.8% | +14.6% |
| 1Y | +7.6% | +24.2% | -16.6% | +2.8% |
| 3Y | +23.7% | +84.7% | -61.1% | +9.0% |
| 5Y | +13.7% | +103.2% | -89.5% | -2.6% |
| 10Y | +98.9% | +257.4% | -158.5% | +49.1% |
| All | +14,023.4% | +6,869.6% | +7,153.8% | +6,856.5% |
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