+48.9%
CIEN vs PFGC
+12.5%
+36.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +13.5% | -22.8% | -5.8% |
| 7D | -25.0% | +13.9% | -38.9% | -22.2% |
| 30D | -30.1% | +18.4% | -48.5% | -27.3% |
| 3M | -33.8% | -2.5% | -31.3% | -32.2% |
| 6M | -49.4% | +26.0% | -75.5% | -51.0% |
| YTD | +16.4% | +21.9% | -5.4% | +20.7% |
| 1Y | +48.9% | +13.4% | +35.5% | +51.4% |
| All | +48.9% | +12.5% | +36.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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