-53.0%
CELH vs PH
+25.3%
-78.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.8% |
| 7D | -11.2% | -1.3% | -9.9% | -11.7% |
| 30D | -1.4% | -11.0% | +9.5% | -5.8% |
| 3M | -4.2% | +5.5% | -9.7% | -3.0% |
| 6M | -40.5% | +1.5% | -41.9% | -40.4% |
| YTD | -40.5% | +8.8% | -49.3% | -36.2% |
| 1Y | -53.0% | +24.5% | -77.5% | -39.9% |
| All | -53.0% | +25.3% | -78.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling