+3,733.8%
CELH vs PFGC
+292.9%
+3,440.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | -11.2% | -4.8% | -6.5% | -9.8% |
| 30D | -1.4% | -12.5% | +11.1% | +2.8% |
| 3M | -4.2% | -9.7% | +5.6% | -1.3% |
| 6M | -40.5% | +7.0% | -47.5% | -42.0% |
| YTD | -40.5% | +4.5% | -45.0% | -41.7% |
| 1Y | -53.0% | -11.6% | -41.4% | -51.6% |
| 3Y | -59.1% | +58.5% | -117.5% | -65.4% |
| 5Y | -10.7% | +112.6% | -123.3% | -29.8% |
| All | +3,733.8% | +292.9% | +3,440.9% | +2,658.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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