+3,733.8%
CELH vs PH
+820.2%
+2,913.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -11.2% | -1.3% | -9.9% | -10.6% |
| 30D | -1.4% | -11.0% | +9.5% | +4.0% |
| 3M | -4.2% | +5.5% | -9.7% | -7.9% |
| 6M | -40.5% | +1.5% | -41.9% | -42.2% |
| YTD | -40.5% | +8.8% | -49.3% | -44.3% |
| 1Y | -53.0% | +24.5% | -77.5% | -59.6% |
| 3Y | -59.1% | +141.2% | -200.2% | -76.1% |
| 5Y | -10.7% | +256.3% | -267.0% | -58.0% |
| All | +3,733.8% | +820.2% | +2,913.6% | +1,354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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