+164.0%
PFE vs CELH
+283.2%
-119.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | +1.8% | -7.0% | +8.8% | +1.9% |
| 30D | +10.2% | +5.2% | +5.0% | +10.1% |
| 3M | +12.7% | +10.5% | +2.2% | +12.4% |
| 6M | +10.5% | -32.7% | +43.3% | +11.0% |
| YTD | +20.2% | -33.0% | +53.1% | +20.7% |
| 1Y | +24.1% | -49.5% | +73.6% | +25.0% |
| 3Y | -3.6% | -52.6% | +49.1% | -3.3% |
| 5Y | -20.9% | +5.2% | -26.1% | -22.0% |
| 10Y | +35.8% | +4,178.1% | -4,142.3% | +26.4% |
| All | +164.0% | +283.2% | -119.2% | +118.9% |
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