-40.1%
CELH vs PCG
-19.3%
-20.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | +19.3% | +0.8% | +18.6% | +19.0% |
| 3M | +12.6% | -23.8% | +36.4% | +22.1% |
| 6M | +16.4% | -19.6% | +36.0% | +23.8% |
| YTD | -29.1% | -16.7% | -12.4% | -25.3% |
| 1Y | -26.3% | -19.4% | -7.0% | -21.4% |
| 3Y | -40.1% | -18.3% | -21.8% | -34.2% |
| All | -40.1% | -19.3% | -20.8% | -34.2% |
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