-5.4%
CELH vs PCG
+55.2%
-60.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -5.0% |
| 7D | -11.7% | +6.5% | -18.1% | -13.7% |
| 30D | +1.6% | -16.7% | +18.3% | +7.4% |
| 3M | -2.0% | -14.2% | +12.2% | +2.6% |
| 6M | -36.2% | -21.5% | -14.7% | -31.0% |
| YTD | -39.6% | -11.2% | -28.4% | -37.7% |
| 1Y | -50.7% | -4.2% | -46.5% | -50.8% |
| 3Y | -58.9% | -14.9% | -44.0% | -57.7% |
| 5Y | -5.4% | +54.2% | -59.6% | -6.3% |
| All | -5.4% | +55.2% | -60.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling