+355.8%
CIEN vs PCG
+10.2%
+345.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -5.2% |
| 7D | +15.3% | +2.2% | +13.1% | +14.6% |
| 30D | -22.0% | +0.8% | -22.7% | -22.2% |
| 3M | -36.6% | -23.8% | -12.8% | -32.5% |
| 6M | -51.5% | -19.6% | -31.8% | -49.3% |
| YTD | +20.0% | -16.7% | +36.7% | +24.5% |
| 1Y | +44.5% | -19.4% | +63.8% | +51.4% |
| 3Y | +539.0% | -18.3% | +557.3% | +552.6% |
| All | +355.8% | +10.2% | +345.6% | +298.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling