+44.5%
CIEN vs PFG
+37.6%
+6.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.4% |
| 7D | +15.3% | +2.4% | +12.9% | +15.9% |
| 30D | -22.0% | +5.9% | -27.8% | -19.9% |
| 3M | -36.6% | -0.4% | -36.2% | -35.7% |
| 6M | -51.5% | +14.8% | -66.3% | -50.5% |
| YTD | +20.0% | +31.9% | -12.0% | +18.0% |
| 1Y | +44.5% | +38.8% | +5.6% | +37.4% |
| All | +44.5% | +37.6% | +6.8% | +37.4% |
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