+162.6%
PM vs CELH
+17.0%
+145.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | -3.2% | +19.3% | -22.5% | -3.8% |
| 3M | +6.2% | +12.6% | -6.4% | +5.7% |
| 6M | +7.7% | +16.4% | -8.7% | +6.9% |
| YTD | +27.3% | -29.1% | +56.4% | +28.0% |
| 1Y | +32.8% | -26.3% | +59.1% | +33.4% |
| 3Y | +150.0% | -40.1% | +190.1% | +149.2% |
| All | +162.6% | +17.0% | +145.6% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling