+303.5%
PEP vs CELH
+305.2%
-1.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +12.5% | +19.3% | -6.8% | +12.2% |
| 3M | +4.5% | +12.6% | -8.1% | +4.3% |
| 6M | -0.5% | +16.4% | -16.9% | -0.8% |
| YTD | +4.4% | -29.1% | +33.5% | +4.7% |
| 1Y | +4.4% | -26.3% | +30.7% | +4.6% |
| 3Y | -3.4% | -40.1% | +36.7% | -3.4% |
| 5Y | +5.2% | +16.7% | -11.5% | +3.8% |
| 10Y | +92.1% | +4,466.2% | -4,374.1% | +81.4% |
| All | +303.5% | +305.2% | -1.8% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling