+174.5%
CIEN vs PFG
+51.4%
+123.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +0.8% |
| 7D | -15.2% | +5.5% | -20.7% | -14.0% |
| 30D | -21.5% | +2.4% | -23.8% | -20.6% |
| 3M | -40.1% | +13.6% | -53.7% | -39.4% |
| 6M | -6.6% | +27.9% | -34.4% | -7.6% |
| YTD | +37.3% | +35.6% | +1.7% | +32.8% |
| 1Y | +174.5% | +48.5% | +126.1% | +164.5% |
| All | +174.5% | +51.4% | +123.2% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling