+44.5%
CIEN vs PBF
+90.5%
-46.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.0% | -4.6% |
| 7D | +15.3% | +6.5% | +8.8% | +15.1% |
| 30D | -22.0% | -20.0% | -2.0% | -22.6% |
| 3M | -36.6% | -3.3% | -33.3% | -36.6% |
| 6M | -51.5% | +76.8% | -128.3% | -46.5% |
| YTD | +20.0% | +168.9% | -149.0% | +46.6% |
| 1Y | +44.5% | +96.4% | -51.9% | +81.4% |
| All | +44.5% | +90.5% | -46.0% | +81.4% |
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