+4,171.0%
CELH vs PRU
+97.4%
+4,073.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.1% |
| 30D | +14.2% | +7.9% | +6.2% | +10.4% |
| 3M | +15.5% | +0.9% | +14.6% | +14.8% |
| 6M | +7.7% | +22.4% | -14.7% | -1.5% |
| YTD | -30.3% | +12.7% | -43.0% | -34.4% |
| 1Y | -29.0% | +19.6% | -48.6% | -34.9% |
| 3Y | -44.5% | +54.0% | -98.5% | -55.1% |
| 5Y | +14.8% | +41.0% | -26.2% | -3.4% |
| All | +4,171.0% | +97.4% | +4,073.6% | +3,181.3% |
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