-6.1%
CELH vs PEGA
-45.0%
+38.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.8% |
| 7D | -11.2% | -3.0% | -8.2% | -10.5% |
| 30D | -1.4% | +15.9% | -17.3% | -5.4% |
| 3M | -4.2% | +10.8% | -15.0% | -7.6% |
| 6M | -40.5% | -16.5% | -24.0% | -38.5% |
| YTD | -40.5% | -39.0% | -1.5% | -33.8% |
| 1Y | -53.0% | -37.3% | -15.7% | -48.5% |
| 3Y | -59.1% | +59.2% | -118.2% | -71.9% |
| All | -6.1% | -45.0% | +38.9% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling