+124.4%
CIEN vs PFG
+1,008.7%
-884.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -9.3% | +3.0% | -12.3% | -10.4% |
| 30D | -39.5% | +8.2% | -47.7% | -41.6% |
| 3M | -29.8% | +2.7% | -32.5% | -31.2% |
| 6M | -50.4% | +17.2% | -67.6% | -54.5% |
| YTD | +16.3% | +34.8% | -18.4% | -0.4% |
| 1Y | +30.4% | +43.6% | -13.2% | +8.6% |
| 3Y | +516.6% | +85.4% | +431.2% | +359.0% |
| 5Y | +349.8% | +102.2% | +247.6% | +217.7% |
| 10Y | +1,184.7% | +190.2% | +994.5% | +604.1% |
| All | +124.4% | +1,008.7% | -884.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling