+1,261.7%
CIEN vs PCAR
+290.1%
+971.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.5% |
| 7D | +8.7% | +2.2% | +6.5% | +7.8% |
| 30D | -26.9% | +0.3% | -27.2% | -27.3% |
| 3M | -23.6% | -17.9% | -5.7% | -15.5% |
| 6M | -49.1% | -3.4% | -45.7% | -49.1% |
| YTD | +26.6% | -0.1% | +26.7% | +24.6% |
| 1Y | +42.7% | +13.4% | +29.3% | +30.7% |
| 3Y | +570.8% | +37.2% | +533.6% | +436.0% |
| 5Y | +386.4% | +117.3% | +269.1% | +190.6% |
| 10Y | +1,261.7% | +295.0% | +966.8% | +429.0% |
| All | +1,261.7% | +290.1% | +971.6% | +429.0% |
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