+116.1%
PG vs CELH
+3,788.6%
-3,672.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.5% |
| 7D | -0.8% | -11.2% | +10.4% | -0.4% |
| 30D | +0.8% | -1.4% | +2.3% | +0.8% |
| 3M | -1.3% | -4.2% | +2.8% | -1.4% |
| 6M | -3.8% | -40.5% | +36.6% | -2.3% |
| YTD | +3.6% | -40.5% | +44.1% | +5.2% |
| 1Y | -5.7% | -53.0% | +47.3% | -3.8% |
| 3Y | +1.6% | -59.1% | +60.6% | +2.9% |
| 5Y | +14.6% | -10.7% | +25.3% | +11.0% |
| All | +116.1% | +3,788.6% | -3,672.4% | +79.2% |
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 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