-3.4%
PEP vs CELH
-43.7%
+40.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +12.5% | +19.3% | -6.8% | +11.1% |
| 3M | +4.5% | +12.6% | -8.1% | +3.6% |
| 6M | -0.5% | +16.4% | -16.9% | -1.9% |
| YTD | +4.4% | -29.1% | +33.5% | +5.7% |
| 1Y | +4.4% | -26.3% | +30.7% | +5.3% |
| 3Y | -3.4% | -40.1% | +36.7% | -6.4% |
| All | -3.4% | -43.7% | +40.3% | -6.4% |
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