-59.9%
CELH vs PFGC
+59.5%
-119.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.2% |
| 7D | -15.8% | -4.8% | -10.9% | -14.2% |
| 30D | -5.2% | -17.2% | +12.0% | +1.2% |
| 3M | -6.1% | -6.3% | +0.2% | -4.5% |
| 6M | -40.9% | +8.8% | -49.7% | -43.1% |
| YTD | -41.8% | +4.9% | -46.7% | -43.4% |
| 1Y | -52.6% | -9.5% | -43.1% | -51.5% |
| All | -59.9% | +59.5% | -119.5% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling