+99.7%
CELH vs PNR
+300.9%
-201.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.1% |
| 7D | -15.8% | -5.5% | -10.3% | -13.6% |
| 30D | -5.2% | -15.6% | +10.4% | +2.1% |
| 3M | -6.1% | -20.2% | +14.1% | +2.4% |
| 6M | -40.9% | -36.6% | -4.3% | -29.0% |
| YTD | -41.8% | -45.0% | +3.2% | -26.0% |
| 1Y | -52.6% | -47.4% | -5.2% | -38.4% |
| 3Y | -60.4% | -13.7% | -46.7% | -59.4% |
| 5Y | -12.6% | -20.8% | +8.2% | -8.1% |
| 10Y | +3,704.3% | +65.2% | +3,639.1% | +2,916.4% |
| All | +99.7% | +300.9% | -201.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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