-53.0%
CELH vs PFGC
-10.1%
-42.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | -11.2% | -4.8% | -6.5% | -9.7% |
| 30D | -1.4% | -12.5% | +11.1% | +2.9% |
| 3M | -4.2% | -9.7% | +5.6% | -1.7% |
| 6M | -40.5% | +7.0% | -47.5% | -42.7% |
| YTD | -40.5% | +4.5% | -45.0% | -41.7% |
| 1Y | -53.0% | -11.6% | -41.4% | -50.6% |
| All | -53.0% | -10.1% | -42.9% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling