-36.2%
CELH vs PFG
+28.5%
-64.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -11.7% | +3.2% | -14.9% | -11.9% |
| 30D | +1.6% | +0.9% | +0.6% | +1.4% |
| 3M | -2.0% | +7.7% | -9.7% | -5.2% |
| 6M | -36.2% | +29.0% | -65.1% | -44.7% |
| All | -36.2% | +28.5% | -64.6% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling