+146.0%
CELH vs PRU
+183.5%
-37.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +9.4% | +3.8% | +5.6% | +8.6% |
| 30D | +14.8% | +9.0% | +5.7% | +12.9% |
| 3M | +20.5% | +2.1% | +18.4% | +20.0% |
| 6M | +1.6% | +25.4% | -23.8% | -2.7% |
| YTD | -28.3% | +13.5% | -41.8% | -30.2% |
| 1Y | -26.4% | +21.3% | -47.7% | -29.2% |
| 3Y | -43.0% | +55.1% | -98.1% | -47.6% |
| 5Y | +4.8% | +43.6% | -38.8% | -2.2% |
| 10Y | +4,820.0% | +99.2% | +4,720.8% | +4,159.3% |
| All | +146.0% | +183.5% | -37.5% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling