+4,122.9%
CELH vs PFGC
+409.4%
+3,713.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | -3.8% | -2.4% | -1.3% | -3.0% |
| 30D | +6.4% | -15.8% | +22.2% | +12.2% |
| 3M | +5.6% | -0.6% | +6.2% | +5.4% |
| 6M | -31.1% | +10.7% | -41.8% | -33.6% |
| YTD | -35.4% | +7.6% | -43.0% | -37.3% |
| 1Y | -46.9% | -7.8% | -39.1% | -46.0% |
| 3Y | -56.0% | +63.7% | -119.7% | -63.1% |
| 5Y | +1.2% | +112.3% | -111.0% | -20.3% |
| 10Y | +4,043.9% | +286.7% | +3,757.2% | +2,859.5% |
| All | +4,122.9% | +409.4% | +3,713.4% | +2,582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling