+332.1%
CIEN vs PCOR
-10.0%
+342.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | 0.0% | -15.2% | -15.2% |
| 7D | -34.0% | +23.7% | -57.6% | -37.6% |
| 30D | -48.0% | +39.0% | -87.0% | -52.2% |
| 3M | -43.5% | +35.8% | -79.3% | -48.4% |
| 6M | -57.6% | +38.2% | -95.9% | -61.9% |
| YTD | -1.3% | +3.9% | -5.2% | -5.4% |
| 1Y | +17.9% | +5.7% | +12.2% | +12.4% |
| 3Y | +425.8% | +44.8% | +381.0% | +349.3% |
| 5Y | +281.5% | -19.8% | +301.3% | +223.8% |
| All | +332.1% | -10.0% | +342.1% | +275.1% |
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