+121.7%
CELH vs PFG
+250.8%
-129.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -3.8% | +6.0% | -9.8% | -4.8% |
| 30D | +6.4% | +2.2% | +4.2% | +6.0% |
| 3M | +5.6% | +10.4% | -4.8% | +3.5% |
| 6M | -31.1% | +27.8% | -58.9% | -34.3% |
| YTD | -35.4% | +33.6% | -69.0% | -38.9% |
| 1Y | -46.9% | +49.3% | -96.2% | -50.8% |
| 3Y | -56.0% | +69.7% | -125.8% | -60.4% |
| 5Y | +1.2% | +111.3% | -110.1% | -11.6% |
| 10Y | +4,043.9% | +240.3% | +3,803.6% | +3,228.0% |
| All | +121.7% | +250.8% | -129.1% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling