+349.8%
CIEN vs PBF
+380.2%
-30.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.3% | +1.5% |
| 7D | -9.3% | -15.3% | +6.0% | -8.0% |
| 30D | -39.5% | -21.8% | -17.7% | -38.3% |
| 3M | -29.8% | -0.2% | -29.6% | -29.8% |
| 6M | -50.4% | +63.6% | -114.0% | -51.9% |
| YTD | +16.3% | +147.5% | -131.2% | +7.4% |
| 1Y | +30.4% | +69.8% | -39.5% | +24.9% |
| 3Y | +516.6% | +65.3% | +451.3% | +462.2% |
| 5Y | +349.8% | +393.4% | -43.6% | +312.6% |
| All | +349.8% | +380.2% | -30.5% | +312.6% |
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