+240.1%
PLD vs CELH
+3,704.3%
-3,464.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | -0.6% |
| 7D | -2.8% | -15.8% | +12.9% | -1.4% |
| 30D | -3.6% | -5.2% | +1.5% | -3.3% |
| 3M | -7.1% | -6.1% | -1.0% | -7.2% |
| 6M | +0.2% | -40.9% | +41.1% | +4.2% |
| YTD | +6.9% | -41.8% | +48.7% | +11.0% |
| 1Y | +25.0% | -52.6% | +77.7% | +31.5% |
| 3Y | +20.8% | -60.4% | +81.1% | +24.9% |
| 5Y | +16.2% | -12.6% | +28.8% | +6.3% |
| All | +240.1% | +3,704.3% | -3,464.2% | +123.2% |
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