+48.9%
CIEN vs PCG
-14.1%
+63.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.4% |
| 7D | -25.0% | +1.9% | -26.9% | -25.2% |
| 30D | -30.1% | +8.5% | -38.6% | -30.7% |
| 3M | -33.8% | -22.9% | -10.9% | -31.5% |
| 6M | -49.4% | -16.8% | -32.7% | -49.4% |
| YTD | +16.4% | -15.8% | +32.2% | +33.9% |
| 1Y | +48.9% | -16.0% | +64.9% | +87.2% |
| All | +48.9% | -14.1% | +63.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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