+3,733.8%
CELH vs PFG
+251.1%
+3,482.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.8% |
| 7D | -11.2% | -0.4% | -10.8% | -11.0% |
| 30D | -1.4% | +2.9% | -4.3% | -2.7% |
| 3M | -4.2% | +6.7% | -10.9% | -7.0% |
| 6M | -40.5% | +33.8% | -74.2% | -47.5% |
| YTD | -40.5% | +35.0% | -75.4% | -47.7% |
| 1Y | -53.0% | +46.4% | -99.4% | -60.2% |
| 3Y | -59.1% | +71.7% | -130.7% | -68.1% |
| 5Y | -10.7% | +113.7% | -124.4% | -35.8% |
| All | +3,733.8% | +251.1% | +3,482.7% | +2,447.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling