+2,176.7%
CELH vs PENG
+762.7%
+1,414.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.4% | -4.2% |
| 7D | -7.0% | +4.5% | -11.6% | -7.9% |
| 30D | +5.2% | -7.1% | +12.3% | +6.1% |
| 3M | +10.5% | -27.3% | +37.7% | +12.4% |
| 6M | -32.7% | +169.6% | -202.3% | -49.8% |
| YTD | -33.0% | +164.6% | -197.6% | -50.1% |
| 1Y | -49.5% | +109.5% | -159.0% | -60.8% |
| 3Y | -52.6% | +98.9% | -151.6% | -66.3% |
| 5Y | +5.2% | +116.3% | -111.0% | -28.1% |
| All | +2,176.7% | +762.7% | +1,414.1% | +1,176.7% |
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 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