-12.6%
CELH vs PFG
+108.9%
-121.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | -15.8% | -3.0% | -12.8% | -14.3% |
| 30D | -5.2% | +2.5% | -7.7% | -6.6% |
| 3M | -6.1% | +6.1% | -12.2% | -9.6% |
| 6M | -40.9% | +31.3% | -72.2% | -49.7% |
| YTD | -41.8% | +33.6% | -75.3% | -51.1% |
| 1Y | -52.6% | +48.5% | -101.2% | -62.8% |
| 3Y | -60.4% | +69.6% | -130.0% | -72.6% |
| 5Y | -12.6% | +111.5% | -124.1% | -49.5% |
| All | -12.6% | +108.9% | -121.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling