+1,146.8%
CIEN vs PCAR
+288.5%
+858.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | +15.3% | +4.9% | +10.3% | +12.6% |
| 30D | -22.0% | -1.4% | -20.6% | -21.6% |
| 3M | -36.6% | -18.1% | -18.5% | -29.8% |
| 6M | -51.5% | -4.0% | -47.4% | -51.3% |
| YTD | +20.0% | -1.5% | +21.4% | +18.9% |
| 1Y | +44.5% | +13.2% | +31.3% | +32.3% |
| 3Y | +539.0% | +35.8% | +503.2% | +413.4% |
| 5Y | +356.8% | +114.6% | +242.2% | +174.9% |
| All | +1,146.8% | +288.5% | +858.3% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling