+87.9%
CIEN vs PCG
+12.9%
+75.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.4% | +5.7% |
| 7D | -24.1% | -1.6% | -22.5% | -23.9% |
| 30D | -45.5% | +1.4% | -46.9% | -45.6% |
| 3M | -39.7% | -23.4% | -16.3% | -37.7% |
| 6M | -57.8% | -19.4% | -38.4% | -56.8% |
| YTD | +4.1% | -18.5% | +22.6% | +6.5% |
| 1Y | +20.8% | -19.5% | +40.3% | +23.7% |
| 3Y | +463.1% | -21.0% | +484.1% | +475.2% |
| 5Y | +302.3% | +13.7% | +288.6% | +287.9% |
| 10Y | +1,164.4% | -77.2% | +1,241.5% | +1,235.1% |
| All | +87.9% | +12.9% | +75.0% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling