+1,952.5%
CELH vs PENG
+751.0%
+1,201.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -11.7% | +7.3% | -19.0% | -12.9% |
| 30D | +1.6% | -7.5% | +9.0% | +2.5% |
| 3M | -2.0% | -17.2% | +15.3% | -2.4% |
| 6M | -36.2% | +176.7% | -212.9% | -52.7% |
| YTD | -39.6% | +161.0% | -200.6% | -54.9% |
| 1Y | -50.7% | +108.8% | -159.5% | -61.7% |
| 3Y | -58.9% | +109.8% | -168.7% | -71.1% |
| 5Y | -5.4% | +111.7% | -117.1% | -35.0% |
| All | +1,952.5% | +751.0% | +1,201.5% | +1,053.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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