+3,650.7%
CELH vs PEGA
+180.6%
+3,470.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.6% | -4.3% |
| 7D | -15.8% | -5.3% | -10.5% | -14.3% |
| 30D | -5.2% | +8.3% | -13.5% | -7.7% |
| 3M | -6.1% | +8.9% | -15.1% | -9.6% |
| 6M | -40.9% | -19.7% | -21.1% | -37.8% |
| YTD | -41.8% | -39.9% | -1.9% | -33.8% |
| 1Y | -52.6% | -36.4% | -16.2% | -47.6% |
| 3Y | -60.4% | +52.8% | -113.2% | -72.6% |
| 5Y | -12.6% | -45.7% | +33.0% | -7.6% |
| All | +3,650.7% | +180.6% | +3,470.1% | +3,545.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling