-55.5%
CELH vs PCG
-11.6%
-43.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -4.7% |
| 7D | -3.8% | +5.4% | -9.2% | -5.6% |
| 30D | +6.4% | -15.1% | +21.6% | +11.6% |
| 3M | +5.6% | -9.8% | +15.4% | +8.5% |
| 6M | -31.1% | -18.0% | -13.1% | -26.9% |
| YTD | -35.4% | -7.2% | -28.1% | -34.2% |
| 1Y | -46.9% | +2.9% | -49.7% | -48.2% |
| All | -55.5% | -11.6% | -43.9% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling