+104.1%
CELH vs PGR
+1,704.8%
-1,600.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | -1.4% | +4.9% | -6.4% | -2.8% |
| 3M | -4.2% | +7.6% | -11.8% | -6.7% |
| 6M | -40.5% | +8.3% | -48.7% | -42.3% |
| YTD | -40.5% | +1.7% | -42.2% | -41.3% |
| 1Y | -53.0% | -6.8% | -46.2% | -52.5% |
| 3Y | -59.1% | +73.4% | -132.5% | -67.3% |
| 5Y | -10.7% | +161.2% | -171.9% | -39.0% |
| 10Y | +3,788.6% | +819.5% | +2,969.1% | +1,691.3% |
| All | +104.1% | +1,704.8% | -1,600.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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