+1,675.3%
CELH vs PDD
+193.7%
+1,481.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -15.8% | -4.6% | -11.1% | -14.8% |
| 30D | -5.2% | -14.0% | +8.8% | -1.8% |
| 3M | -6.1% | -4.9% | -1.3% | -5.0% |
| 6M | -40.9% | -25.8% | -15.1% | -37.1% |
| YTD | -41.8% | -31.4% | -10.4% | -37.0% |
| 1Y | -52.6% | -37.6% | -15.1% | -47.7% |
| 3Y | -60.4% | -18.4% | -42.0% | -61.3% |
| 5Y | -12.6% | -25.0% | +12.3% | -24.1% |
| All | +1,675.3% | +193.7% | +1,481.6% | +1,157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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