+522.6%
CIEN vs PCOR
+43.2%
+479.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.4% |
| 7D | -5.3% | +22.2% | -27.5% | -8.8% |
| 30D | -40.1% | +36.0% | -76.1% | -43.7% |
| 3M | -34.7% | +34.0% | -68.7% | -38.9% |
| 6M | -50.9% | +43.5% | -94.4% | -55.0% |
| YTD | +15.2% | +5.1% | +10.0% | +16.7% |
| 1Y | +35.2% | -3.9% | +39.1% | +43.4% |
| 3Y | +522.6% | +52.9% | +469.7% | +412.9% |
| All | +522.6% | +43.2% | +479.4% | +412.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling