+29.0%
CIEN vs PCAR
+9.3%
+19.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +9.4% |
| 7D | -5.3% | +2.9% | -8.2% | -6.2% |
| 30D | -40.1% | -2.1% | -38.0% | -39.7% |
| 3M | -34.7% | -20.4% | -14.3% | -27.5% |
| 6M | -50.9% | -7.0% | -43.9% | -50.7% |
| YTD | +15.2% | -2.6% | +17.8% | +15.5% |
| All | +29.0% | +9.3% | +19.7% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling