-53.0%
CELH vs PCG
-8.8%
-44.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.6% |
| 7D | -11.2% | -3.5% | -7.7% | -10.4% |
| 30D | -1.4% | -20.6% | +19.2% | +4.6% |
| 3M | -4.2% | -17.6% | +13.4% | +0.9% |
| 6M | -40.5% | -23.5% | -17.0% | -36.2% |
| YTD | -40.5% | -13.6% | -26.9% | -35.5% |
| 1Y | -53.0% | -11.3% | -41.7% | -49.6% |
| All | -53.0% | -8.8% | -44.2% | -49.6% |
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