+3,733.8%
CELH vs PPG
+26.9%
+3,706.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -11.2% | -6.2% | -5.0% | -8.1% |
| 30D | -1.4% | -7.9% | +6.5% | +3.1% |
| 3M | -4.2% | -10.2% | +6.1% | +1.8% |
| 6M | -40.5% | +2.7% | -43.1% | -41.6% |
| YTD | -40.5% | +4.9% | -45.4% | -42.6% |
| 1Y | -53.0% | -3.2% | -49.8% | -52.8% |
| 3Y | -59.1% | -17.0% | -42.1% | -56.1% |
| 5Y | -10.7% | -23.3% | +12.6% | -2.2% |
| All | +3,733.8% | +26.9% | +3,706.9% | +3,343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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