+4,242.0%
CELH vs PWR
+1,844.4%
+2,397.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | +0.8% | +11.3% | -10.5% | -3.7% |
| 30D | +19.3% | -8.9% | +28.2% | +21.9% |
| 3M | +12.6% | -10.5% | +23.2% | +15.0% |
| 6M | +16.4% | -22.2% | +38.5% | +24.2% |
| YTD | -29.1% | +42.7% | -71.9% | -45.0% |
| 1Y | -26.3% | +41.1% | -67.5% | -42.6% |
| 3Y | -40.1% | +242.7% | -282.9% | -72.3% |
| 5Y | +16.7% | +418.5% | -401.8% | -56.8% |
| All | +4,242.0% | +1,844.4% | +2,397.5% | +967.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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