-56.0%
CELH vs PENG
+111.6%
-167.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -3.8% | +7.8% | -11.6% | -4.3% |
| 30D | +6.4% | -12.2% | +18.6% | +7.3% |
| 3M | +5.6% | -20.6% | +26.2% | +5.6% |
| 6M | -31.1% | +180.9% | -212.1% | -43.1% |
| YTD | -35.4% | +162.3% | -197.6% | -46.4% |
| 1Y | -46.9% | +107.3% | -154.1% | -54.8% |
| 3Y | -56.0% | +110.8% | -166.8% | -65.0% |
| All | -56.0% | +111.6% | -167.7% | -65.0% |
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