+349.8%
CIEN vs PCOR
-17.9%
+367.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -9.3% | +20.7% | -30.0% | -13.9% |
| 30D | -39.5% | +35.7% | -75.2% | -44.3% |
| 3M | -29.8% | +31.1% | -60.9% | -35.4% |
| 6M | -50.4% | +43.1% | -93.5% | -56.0% |
| YTD | +16.3% | +4.8% | +11.5% | +11.3% |
| 1Y | +30.4% | -3.7% | +34.0% | +28.8% |
| 3Y | +516.6% | +46.5% | +470.0% | +419.1% |
| 5Y | +349.8% | -17.3% | +367.0% | +261.4% |
| All | +349.8% | -17.9% | +367.7% | +261.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling