+1,206.6%
CIEN vs PEG
+167.4%
+1,039.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +27.4% | +2.3% | +25.0% | +26.0% |
| 30D | -26.6% | +6.1% | -32.7% | -29.1% |
| 3M | -32.0% | -0.5% | -31.4% | -31.9% |
| 6M | -49.1% | -3.2% | -45.9% | -48.5% |
| YTD | +25.7% | -4.4% | +30.1% | +28.4% |
| 1Y | +40.3% | -7.4% | +47.7% | +45.6% |
| 3Y | +566.2% | +33.9% | +532.2% | +489.4% |
| 5Y | +378.7% | +42.3% | +336.4% | +307.8% |
| All | +1,206.6% | +167.4% | +1,039.2% | +779.8% |
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