-49.5%
CELH vs PEGA
-30.0%
-19.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.9% |
| 7D | -7.0% | +3.3% | -10.3% | -7.4% |
| 30D | +5.2% | +17.7% | -12.6% | +2.9% |
| 3M | +10.5% | +5.8% | +4.7% | +8.3% |
| 6M | -32.7% | -20.3% | -12.5% | -32.7% |
| YTD | -33.0% | -37.1% | +4.2% | -33.3% |
| 1Y | -49.5% | -30.2% | -19.3% | -48.1% |
| All | -49.5% | -30.0% | -19.5% | -48.1% |
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