+2,335.6%
CELH vs PENG
+644.0%
+1,691.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +9.4% | -16.1% | +25.5% | +11.9% |
| 30D | +14.8% | -41.5% | +56.2% | +23.8% |
| 3M | +20.5% | -19.1% | +39.6% | +21.2% |
| 6M | +1.6% | +0.9% | +0.7% | -7.7% |
| YTD | -28.3% | +128.2% | -156.5% | -46.7% |
| 1Y | -26.4% | +98.6% | -125.0% | -43.7% |
| 3Y | -43.0% | +188.2% | -231.1% | -62.5% |
| 5Y | +4.8% | +55.5% | -50.7% | -25.6% |
| All | +2,335.6% | +644.0% | +1,691.6% | +1,263.7% |
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