+17.0%
PG vs CELH
-47.2%
+64.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.7% | +3.1% |
| 7D | +5.7% | +9.9% | -4.2% | +5.1% |
| 30D | +15.4% | +11.7% | +3.7% | +14.6% |
| 3M | +13.8% | +4.1% | +9.7% | +13.5% |
| 6M | +18.3% | -8.4% | +26.7% | +18.4% |
| YTD | +20.1% | -32.8% | +52.9% | +21.3% |
| 1Y | +17.0% | -48.4% | +65.4% | +18.5% |
| All | +17.0% | -47.2% | +64.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling