-58.4%
CELH vs PFG
+67.4%
-125.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -11.7% | +3.2% | -14.9% | -12.7% |
| 30D | +1.6% | +0.9% | +0.6% | +1.2% |
| 3M | -2.0% | +7.7% | -9.7% | -5.1% |
| 6M | -36.2% | +29.0% | -65.1% | -42.8% |
| YTD | -39.6% | +32.5% | -72.0% | -46.3% |
| 1Y | -50.7% | +47.3% | -98.0% | -58.1% |
| All | -58.4% | +67.4% | -125.8% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling