-48.4%
CELH vs PEGA
-44.4%
-3.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +9.9% | -2.9% | +12.8% | +10.5% |
| 30D | +11.7% | -0.5% | +12.2% | +11.8% |
| 3M | +4.1% | +8.5% | -4.4% | +2.6% |
| 6M | -8.4% | -6.3% | -2.1% | -8.9% |
| YTD | -32.8% | -42.2% | +9.4% | -28.3% |
| 1Y | -48.4% | -43.4% | -4.9% | -44.0% |
| All | -48.4% | -44.4% | -3.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling