+4,553.5%
CELH vs PRU
+102.7%
+4,450.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +7.4% | -2.8% | +10.3% | +8.6% |
| 30D | +16.4% | +8.5% | +7.9% | +12.3% |
| 3M | +17.6% | +1.7% | +15.9% | +16.5% |
| 6M | +7.8% | +24.8% | -16.9% | -2.2% |
| YTD | -27.8% | +13.3% | -41.0% | -32.2% |
| 1Y | -24.4% | +21.4% | -45.8% | -31.1% |
| 3Y | -42.5% | +54.8% | -97.3% | -53.6% |
| 5Y | +1.4% | +42.4% | -40.9% | -15.0% |
| 10Y | +4,553.5% | +98.4% | +4,455.1% | +3,469.7% |
| All | +4,553.5% | +102.7% | +4,450.8% | +3,469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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