+477.0%
CIEN vs PCAR
+168.1%
+309.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -15.2% | -0.5% | -14.7% | -15.0% |
| 30D | -21.5% | -6.2% | -15.3% | -18.8% |
| 3M | -40.1% | +5.9% | -46.0% | -42.2% |
| 6M | -6.6% | +0.4% | -7.0% | -7.3% |
| YTD | +37.3% | +14.8% | +22.4% | +26.9% |
| 1Y | +174.5% | +30.1% | +144.4% | +137.3% |
| 3Y | +562.3% | +66.7% | +495.6% | +386.9% |
| All | +477.0% | +168.1% | +309.0% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling