+3,733.8%
CELH vs PTEN
-15.6%
+3,749.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -11.2% | +3.5% | -14.7% | -11.7% |
| 30D | -1.4% | +17.5% | -19.0% | -4.1% |
| 3M | -4.2% | +12.7% | -16.9% | -7.0% |
| 6M | -40.5% | +33.1% | -73.5% | -44.5% |
| YTD | -40.5% | +116.4% | -156.9% | -49.3% |
| 1Y | -53.0% | +141.2% | -194.2% | -61.0% |
| 3Y | -59.1% | -3.8% | -55.3% | -61.3% |
| 5Y | -10.7% | +92.7% | -103.4% | -28.2% |
| All | +3,733.8% | -15.6% | +3,749.4% | +2,767.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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