+1,460.5%
CIEN vs PFG
+239.8%
+1,220.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | +3.2% | -7.8% | -6.3% |
| 30D | -12.8% | +0.9% | -13.8% | -13.6% |
| 3M | -23.1% | +7.7% | -30.8% | -26.4% |
| 6M | +6.1% | +29.0% | -22.8% | -6.5% |
| YTD | +44.5% | +32.5% | +12.1% | +25.1% |
| 1Y | +176.6% | +47.3% | +129.3% | +128.0% |
| 3Y | +601.0% | +68.2% | +532.7% | +446.4% |
| 5Y | +509.1% | +108.5% | +400.6% | +330.3% |
| 10Y | +1,460.5% | +241.4% | +1,219.1% | +625.8% |
| All | +1,460.5% | +239.8% | +1,220.7% | +625.8% |
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