-5.4%
CELH vs PTC
-0.9%
-4.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -4.5% |
| 7D | -11.7% | -13.6% | +1.9% | -3.4% |
| 30D | +1.6% | -14.7% | +16.2% | +11.5% |
| 3M | -2.0% | -5.9% | +3.9% | -1.3% |
| 6M | -36.2% | -21.1% | -15.1% | -27.9% |
| YTD | -39.6% | -26.0% | -13.6% | -29.3% |
| 1Y | -50.7% | -36.8% | -13.9% | -34.5% |
| 3Y | -58.9% | -10.3% | -48.6% | -62.9% |
| 5Y | -5.4% | +1.2% | -6.6% | -20.2% |
| All | -5.4% | -0.9% | -4.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling