-1.9%
CELH vs PCOR
-14.6%
+12.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.6% |
| 7D | +10.8% | +22.2% | -11.4% | +0.7% |
| 30D | +16.1% | +36.0% | -19.9% | +0.6% |
| 3M | +19.5% | +34.0% | -14.5% | +3.6% |
| 6M | +2.8% | +43.5% | -40.7% | -14.9% |
| YTD | -27.4% | +5.1% | -32.6% | -32.7% |
| 1Y | -20.1% | -3.9% | -16.1% | -22.4% |
| 3Y | -42.9% | +52.9% | -95.8% | -63.4% |
| 5Y | -1.9% | -18.7% | +16.7% | -13.0% |
| All | -1.9% | -14.6% | +12.6% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling