+607.8%
CIEN vs PBF
+62.4%
+545.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +6.1% |
| 7D | -5.3% | +2.4% | -7.7% | -5.5% |
| 30D | -17.2% | +24.9% | -42.1% | -18.7% |
| 3M | -26.9% | +81.9% | -108.7% | -30.0% |
| 6M | +16.0% | +79.4% | -63.3% | +10.1% |
| YTD | +45.9% | +188.3% | -142.4% | +29.8% |
| 1Y | +186.8% | +177.3% | +9.5% | +155.0% |
| 3Y | +607.8% | +56.0% | +551.8% | +520.4% |
| All | +607.8% | +62.4% | +545.4% | +520.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling