+1,431.9%
CIEN vs PEG
+148.3%
+1,283.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +5.4% | -0.9% | +6.3% | +5.9% |
| 30D | -13.7% | -2.8% | -10.9% | -12.5% |
| 3M | -23.0% | -6.9% | -16.1% | -20.5% |
| 6M | -0.8% | -11.4% | +10.6% | +5.1% |
| YTD | +43.1% | -7.4% | +50.4% | +48.5% |
| 1Y | +157.6% | -8.3% | +165.9% | +168.2% |
| 3Y | +593.8% | +31.5% | +562.3% | +520.0% |
| 5Y | +520.6% | +38.0% | +482.6% | +437.1% |
| All | +1,431.9% | +148.3% | +1,283.6% | +967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling