+506.7%
CIEN vs PFG
+110.7%
+396.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.0% |
| 7D | -5.3% | +6.0% | -11.3% | -8.6% |
| 30D | -17.2% | +2.2% | -19.5% | -18.6% |
| 3M | -26.9% | +10.4% | -37.2% | -31.6% |
| 6M | +16.0% | +27.8% | -11.8% | -0.4% |
| YTD | +45.9% | +33.6% | +12.3% | +21.1% |
| 1Y | +186.8% | +49.3% | +137.5% | +122.5% |
| 3Y | +607.8% | +69.7% | +538.0% | +410.2% |
| 5Y | +506.7% | +111.3% | +395.4% | +274.6% |
| All | +506.7% | +110.7% | +396.0% | +274.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling