+450.4%
CIEN vs PCOR
-8.1%
+458.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +27.4% | +2.2% | +25.2% | +26.8% |
| 30D | -26.6% | +37.4% | -64.0% | -32.3% |
| 3M | -32.0% | +33.2% | -65.2% | -37.3% |
| 6M | -49.1% | +60.6% | -109.7% | -55.9% |
| YTD | +25.7% | +6.2% | +19.5% | +20.0% |
| 1Y | +40.3% | -1.1% | +41.4% | +37.5% |
| 3Y | +566.2% | +48.4% | +517.8% | +467.1% |
| 5Y | +378.7% | -13.1% | +391.9% | +302.6% |
| All | +450.4% | -8.1% | +458.5% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling