-45.5%
CELH vs PENG
+184.4%
-229.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +6.2% |
| 7D | +10.4% | -19.4% | +29.9% | +11.6% |
| 30D | +19.5% | -42.4% | +61.9% | +23.3% |
| 3M | +35.3% | -25.6% | +60.9% | +36.3% |
| 6M | -2.0% | +7.3% | -9.2% | -10.6% |
| YTD | -29.7% | +113.9% | -143.5% | -44.5% |
| 1Y | -28.6% | +93.6% | -122.2% | -42.6% |
| 3Y | -45.5% | +170.2% | -215.7% | -62.3% |
| All | -45.5% | +184.4% | -229.8% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling