+509.1%
CIEN vs PBF
+817.4%
-308.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.6% | +1.4% | -5.9% | -4.6% |
| 30D | -12.8% | +15.8% | -28.7% | -13.7% |
| 3M | -23.1% | +90.3% | -113.3% | -26.1% |
| 6M | +6.1% | +102.8% | -96.7% | +0.8% |
| YTD | +44.5% | +187.3% | -142.8% | +32.3% |
| 1Y | +176.6% | +161.8% | +14.8% | +154.8% |
| 3Y | +601.0% | +55.5% | +545.5% | +542.7% |
| 5Y | +509.1% | +801.9% | -292.8% | +410.7% |
| All | +509.1% | +817.4% | -308.2% | +410.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling