+2,288.1%
CELH vs PENG
+597.2%
+1,691.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +4.9% |
| 7D | +10.4% | -19.4% | +29.9% | +13.6% |
| 30D | +19.5% | -42.4% | +61.9% | +29.2% |
| 3M | +35.3% | -25.6% | +60.9% | +38.2% |
| 6M | -2.0% | +7.3% | -9.2% | -12.6% |
| YTD | -29.7% | +113.9% | -143.5% | -47.1% |
| 1Y | -28.6% | +93.6% | -122.2% | -45.2% |
| 3Y | -45.5% | +170.2% | -215.7% | -63.8% |
| 5Y | -10.7% | +44.2% | -54.9% | -35.7% |
| All | +2,288.1% | +597.2% | +1,691.0% | +1,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling