+130.0%
CELH vs PCG
-52.4%
+182.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.4% |
| 7D | -7.0% | -13.9% | +6.8% | -4.9% |
| 30D | +5.2% | -16.9% | +22.0% | +8.3% |
| 3M | +10.5% | -14.7% | +25.2% | +13.2% |
| 6M | -32.7% | -23.8% | -8.9% | -29.7% |
| YTD | -33.0% | -10.5% | -22.5% | -32.0% |
| 1Y | -49.5% | -5.1% | -44.4% | -49.4% |
| 3Y | -52.6% | -11.6% | -41.0% | -52.1% |
| 5Y | +5.2% | +59.0% | -53.8% | -3.8% |
| 10Y | +4,178.1% | -75.7% | +4,253.9% | +5,266.4% |
| All | +130.0% | -52.4% | +182.3% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling