+355.7%
CIEN vs PCOR
-10.3%
+366.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.5% |
| 7D | -24.1% | +22.7% | -46.8% | -28.1% |
| 30D | -45.5% | +37.5% | -82.9% | -49.8% |
| 3M | -39.7% | +35.2% | -74.9% | -44.8% |
| 6M | -57.8% | +42.2% | -100.0% | -62.4% |
| YTD | +4.1% | +3.6% | +0.5% | -0.1% |
| 1Y | +20.8% | -4.8% | +25.6% | +19.4% |
| 3Y | +463.1% | +48.3% | +414.8% | +378.0% |
| 5Y | +302.3% | -20.1% | +322.4% | +241.7% |
| All | +355.7% | -10.3% | +366.0% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling