+3,650.7%
CELH vs PCG
-75.6%
+3,726.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.5% |
| 7D | -15.8% | +0.5% | -16.3% | -15.8% |
| 30D | -5.2% | -18.9% | +13.7% | -2.9% |
| 3M | -6.1% | -15.8% | +9.7% | -4.2% |
| 6M | -40.9% | -22.6% | -18.3% | -39.0% |
| YTD | -41.8% | -12.2% | -29.6% | -41.0% |
| 1Y | -52.6% | -7.1% | -45.5% | -52.4% |
| 3Y | -60.4% | -15.8% | -44.5% | -59.8% |
| 5Y | -12.6% | +53.3% | -66.0% | -17.1% |
| All | +3,650.7% | -75.6% | +3,726.3% | +3,696.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling