-49.5%
CELH vs PCG
-6.6%
-43.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.7% |
| 7D | -7.0% | -13.9% | +6.8% | -3.3% |
| 30D | +5.2% | -16.9% | +22.0% | +10.6% |
| 3M | +10.5% | -14.7% | +25.2% | +15.4% |
| 6M | -32.7% | -23.8% | -8.9% | -27.5% |
| YTD | -33.0% | -10.5% | -22.5% | -28.7% |
| 1Y | -49.5% | -5.1% | -44.4% | -49.2% |
| All | -49.5% | -6.6% | -43.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling