+40.3%
CIEN vs PCOR
-2.2%
+42.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | +27.4% | +2.2% | +25.2% | +27.9% |
| 30D | -26.6% | +37.4% | -64.0% | -20.5% |
| 3M | -32.0% | +33.2% | -65.2% | -26.3% |
| 6M | -49.1% | +60.6% | -109.7% | -41.7% |
| YTD | +25.7% | +6.2% | +19.5% | +59.9% |
| 1Y | +40.3% | -1.1% | +41.4% | +94.3% |
| All | +40.3% | -2.2% | +42.5% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling