+1,146.8%
CIEN vs PFG
+184.0%
+962.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | +15.3% | +2.4% | +12.9% | +14.2% |
| 30D | -22.0% | +5.9% | -27.8% | -23.8% |
| 3M | -36.6% | -0.4% | -36.2% | -37.1% |
| 6M | -51.5% | +14.8% | -66.3% | -55.1% |
| YTD | +20.0% | +31.9% | -12.0% | +3.7% |
| 1Y | +44.5% | +38.8% | +5.6% | +22.1% |
| 3Y | +539.0% | +82.4% | +456.7% | +381.2% |
| 5Y | +356.8% | +94.7% | +262.1% | +231.1% |
| All | +1,146.8% | +184.0% | +962.9% | +545.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling