+75.7%
PEP vs CELH
+3,704.3%
-3,628.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +0.2% |
| 7D | -1.4% | -15.8% | +14.4% | -0.3% |
| 30D | -0.2% | -5.2% | +5.0% | +0.1% |
| 3M | -4.3% | -6.1% | +1.8% | -4.3% |
| 6M | -13.2% | -40.9% | +27.7% | -10.9% |
| YTD | -1.9% | -41.8% | +39.9% | +0.7% |
| 1Y | -0.3% | -52.6% | +52.3% | +3.1% |
| 3Y | -13.6% | -60.4% | +46.8% | -11.6% |
| 5Y | +3.4% | -12.6% | +16.0% | -1.8% |
| All | +75.7% | +3,704.3% | -3,628.6% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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