+141.2%
CELH vs PPL
+164.0%
-22.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.3% |
| 7D | +10.4% | +0.4% | +10.0% | +10.2% |
| 30D | +19.5% | +5.4% | +14.0% | +16.2% |
| 3M | +35.3% | +4.3% | +31.0% | +32.5% |
| 6M | -2.0% | -1.3% | -0.6% | -1.5% |
| YTD | -29.7% | +4.7% | -34.4% | -31.5% |
| 1Y | -28.6% | +1.3% | -29.9% | -29.5% |
| 3Y | -45.5% | +57.2% | -102.7% | -57.3% |
| 5Y | -10.7% | +48.2% | -59.0% | -27.2% |
| 10Y | +4,822.5% | +62.7% | +4,759.7% | +3,645.0% |
| All | +141.2% | +164.0% | -22.8% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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