+130.0%
CELH vs PEGA
+1,547.7%
-1,417.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | -7.0% | +3.3% | -10.3% | -7.6% |
| 30D | +5.2% | +17.7% | -12.6% | +1.9% |
| 3M | +10.5% | +5.8% | +4.7% | +8.6% |
| 6M | -32.7% | -20.3% | -12.5% | -30.5% |
| YTD | -33.0% | -37.1% | +4.2% | -28.2% |
| 1Y | -49.5% | -30.2% | -19.3% | -47.3% |
| 3Y | -52.6% | +48.1% | -100.7% | -59.9% |
| 5Y | +5.2% | -46.8% | +52.0% | +4.7% |
| 10Y | +4,178.1% | +191.3% | +3,986.8% | +3,518.5% |
| All | +130.0% | +1,547.7% | -1,417.8% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling