-40.1%
CELH vs PTC
+29.1%
-69.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +19.3% | +1.2% | +18.1% | +18.9% |
| 3M | +12.6% | +27.4% | -14.7% | +4.5% |
| 6M | +16.4% | +39.2% | -22.8% | +3.2% |
| YTD | -29.1% | +12.5% | -41.6% | -32.1% |
| 1Y | -26.3% | +12.3% | -38.6% | -29.3% |
| 3Y | -40.1% | +28.8% | -68.9% | -46.9% |
| All | -40.1% | +29.1% | -69.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling