+463.1%
CIEN vs PCOR
+43.8%
+419.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.5% |
| 7D | -24.1% | +22.7% | -46.8% | -27.1% |
| 30D | -45.5% | +37.5% | -82.9% | -48.8% |
| 3M | -39.7% | +35.2% | -74.9% | -43.7% |
| 6M | -57.8% | +42.2% | -100.0% | -61.3% |
| YTD | +4.1% | +3.6% | +0.5% | +5.6% |
| 1Y | +20.8% | -4.8% | +25.6% | +27.8% |
| 3Y | +463.1% | +48.3% | +414.8% | +389.0% |
| All | +463.1% | +43.8% | +419.4% | +389.0% |
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