+1,431.9%
CIEN vs PFGC
+294.6%
+1,137.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +5.4% | -4.8% | +10.2% | +6.5% |
| 30D | -13.7% | -17.2% | +3.5% | -10.5% |
| 3M | -23.0% | -6.3% | -16.7% | -22.5% |
| 6M | -0.8% | +8.8% | -9.7% | -3.5% |
| YTD | +43.1% | +4.9% | +38.1% | +39.9% |
| 1Y | +157.6% | -9.5% | +167.1% | +159.6% |
| 3Y | +593.8% | +59.6% | +534.2% | +522.2% |
| 5Y | +520.6% | +113.5% | +407.1% | +423.3% |
| All | +1,431.9% | +294.6% | +1,137.3% | +922.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling