+17.1%
PM vs CELH
-53.9%
+71.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.8% | +2.4% |
| 7D | +1.9% | -15.8% | +17.7% | +2.8% |
| 30D | +1.9% | -5.2% | +7.1% | +2.2% |
| 3M | +4.6% | -6.1% | +10.7% | +4.8% |
| 6M | +11.7% | -40.9% | +52.5% | +13.2% |
| YTD | +20.4% | -41.8% | +62.1% | +22.0% |
| All | +17.1% | -53.9% | +71.0% | +15.6% |
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