+15,875.7%
PSA vs CCEP
+7,642.7%
+8,233.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +16.7% | +12.7% | +4.0% | +13.8% |
| 3M | +4.0% | +8.5% | -4.5% | +2.2% |
| 6M | +10.9% | +25.6% | -14.7% | +5.7% |
| YTD | +34.2% | +30.9% | +3.3% | +26.8% |
| 1Y | +26.6% | +32.0% | -5.3% | +19.5% |
| 3Y | +54.7% | +110.9% | -56.2% | +32.8% |
| 5Y | +30.0% | +138.5% | -108.4% | +8.0% |
| 10Y | +132.7% | +302.3% | -169.7% | +70.3% |
| All | +15,875.7% | +7,642.7% | +8,233.1% | +7,597.9% |
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