+176.6%
CIEN vs PBF
+172.0%
+4.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -1.0% |
| 7D | -4.6% | +1.4% | -5.9% | -4.5% |
| 30D | -12.8% | +15.8% | -28.7% | -12.3% |
| 3M | -23.1% | +90.3% | -113.3% | -18.9% |
| 6M | +6.1% | +102.8% | -96.7% | +12.1% |
| YTD | +44.5% | +187.3% | -142.8% | +53.8% |
| 1Y | +176.6% | +161.8% | +14.8% | +201.8% |
| All | +176.6% | +172.0% | +4.6% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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