+107.3%
CELH vs PSKY
-49.6%
+156.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.4% | -1.1% | -5.5% |
| 7D | -11.7% | -6.8% | -4.8% | -10.4% |
| 30D | +1.6% | +10.2% | -8.7% | -0.2% |
| 3M | -2.0% | +0.3% | -2.2% | -2.2% |
| 6M | -36.2% | -7.8% | -28.4% | -35.8% |
| YTD | -39.6% | -23.0% | -16.6% | -37.6% |
| 1Y | -50.7% | -31.6% | -19.0% | -48.3% |
| 3Y | -58.9% | -21.3% | -37.6% | -60.3% |
| 5Y | -5.4% | -71.5% | +66.1% | +8.2% |
| 10Y | +3,848.6% | -75.6% | +3,924.2% | +4,158.5% |
| All | +107.3% | -49.6% | +156.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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