-14.9%
PEP vs CELH
-59.6%
+44.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.8% |
| 7D | -1.7% | -11.7% | +10.0% | -0.9% |
| 30D | +0.3% | +1.6% | -1.3% | +0.2% |
| 3M | -3.2% | -2.0% | -1.3% | -3.4% |
| 6M | -13.6% | -36.2% | +22.6% | -11.6% |
| YTD | -1.9% | -39.6% | +37.7% | +0.6% |
| 1Y | -0.6% | -50.7% | +50.1% | +2.8% |
| All | -14.9% | -59.6% | +44.7% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling