+54.9%
CELH vs PCOR
-33.1%
+88.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.3% |
| 7D | -3.8% | -6.9% | +3.1% | -0.8% |
| 30D | +6.4% | -1.5% | +8.0% | +6.7% |
| 3M | +5.6% | +18.5% | -12.9% | -2.7% |
| 6M | -31.1% | -4.7% | -26.5% | -32.0% |
| YTD | -35.4% | -22.8% | -12.6% | -30.9% |
| 1Y | -46.9% | -20.7% | -26.1% | -45.5% |
| 3Y | -56.0% | -14.6% | -41.5% | -61.1% |
| 5Y | +1.2% | -40.7% | +42.0% | -6.2% |
| All | +54.9% | -33.1% | +88.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling