+1.2%
CELH vs PENG
+107.7%
-106.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -3.8% | +7.8% | -11.6% | -5.1% |
| 30D | +6.4% | -12.2% | +18.6% | +8.4% |
| 3M | +5.6% | -20.6% | +26.2% | +5.8% |
| 6M | -31.1% | +180.9% | -212.1% | -51.0% |
| YTD | -35.4% | +162.3% | -197.6% | -53.6% |
| 1Y | -46.9% | +107.3% | -154.1% | -60.0% |
| 3Y | -56.0% | +110.8% | -166.8% | -71.1% |
| 5Y | +1.2% | +117.8% | -116.6% | -26.7% |
| All | +1.2% | +107.7% | -106.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling