+763.1%
PM vs CELH
+4,080.9%
-3,317.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.9% |
| 7D | -4.9% | -7.0% | +2.2% | -4.8% |
| 30D | -3.4% | +5.2% | -8.6% | -3.5% |
| 3M | +5.2% | +10.5% | -5.3% | +5.0% |
| 6M | +3.7% | -32.7% | +36.4% | +4.1% |
| YTD | +15.8% | -33.0% | +48.7% | +16.2% |
| 1Y | +17.4% | -49.5% | +66.9% | +18.1% |
| 3Y | +116.9% | -52.6% | +169.6% | +117.4% |
| 5Y | +117.3% | +5.2% | +112.1% | +114.6% |
| 10Y | +193.8% | +4,178.1% | -3,984.4% | +177.3% |
| All | +763.1% | +4,080.9% | -3,317.8% | +641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling