+32.5%
PFE vs CELH
+3,704.3%
-3,671.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.3% |
| 7D | -4.0% | -15.8% | +11.7% | -3.3% |
| 30D | +3.9% | -5.2% | +9.1% | +4.1% |
| 3M | +9.9% | -6.1% | +16.0% | +9.9% |
| 6M | +5.3% | -40.9% | +46.2% | +7.3% |
| YTD | +16.8% | -41.8% | +58.6% | +19.0% |
| 1Y | +20.4% | -52.6% | +73.1% | +23.4% |
| 3Y | -2.1% | -60.4% | +58.3% | -0.6% |
| 5Y | -21.0% | -12.6% | -8.3% | -23.9% |
| All | +32.5% | +3,704.3% | -3,671.8% | -0.3% |
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