+147.9%
CIEN vs PCG
+24.0%
+123.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -15.2% | -13.9% | -1.3% | -13.8% |
| 30D | -21.5% | -16.9% | -4.6% | -19.8% |
| 3M | -40.1% | -14.7% | -25.3% | -39.2% |
| 6M | -6.6% | -23.8% | +17.3% | -3.3% |
| YTD | +37.3% | -10.5% | +47.8% | +38.4% |
| 1Y | +174.5% | -5.1% | +179.7% | +174.2% |
| 3Y | +562.3% | -11.6% | +573.9% | +564.8% |
| 5Y | +463.9% | +59.0% | +404.9% | +417.8% |
| 10Y | +1,302.4% | -75.7% | +1,378.1% | +1,372.0% |
| All | +147.9% | +24.0% | +123.9% | +60.3% |
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