-21.4%
PFE vs CELH
-4.4%
-17.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | -4.3% | -11.7% | +7.4% | -3.8% |
| 30D | +2.7% | +1.6% | +1.1% | +2.6% |
| 3M | +10.0% | -2.0% | +11.9% | +9.8% |
| 6M | +7.2% | -36.2% | +43.4% | +8.7% |
| YTD | +17.3% | -39.6% | +56.9% | +19.2% |
| 1Y | +20.3% | -50.7% | +71.0% | +22.8% |
| 3Y | -1.6% | -58.9% | +57.2% | -0.8% |
| 5Y | -21.4% | -5.4% | -16.0% | -22.4% |
| All | -21.4% | -4.4% | -17.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling