-49.5%
CELH vs PFG
+51.4%
-100.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -7.0% | +5.5% | -12.6% | -8.4% |
| 30D | +5.2% | +2.4% | +2.8% | +4.3% |
| 3M | +10.5% | +13.6% | -3.1% | +5.1% |
| 6M | -32.7% | +27.9% | -60.6% | -39.4% |
| YTD | -33.0% | +35.6% | -68.5% | -40.3% |
| 1Y | -49.5% | +48.5% | -98.0% | -56.0% |
| All | -49.5% | +51.4% | -100.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling