+506.7%
CIEN vs PFGC
+110.5%
+396.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.0% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | -17.2% | -15.8% | -1.5% | -12.0% |
| 3M | -26.9% | -0.6% | -26.3% | -28.2% |
| 6M | +16.0% | +10.7% | +5.4% | +8.4% |
| YTD | +45.9% | +7.6% | +38.3% | +37.1% |
| 1Y | +186.8% | -7.8% | +194.6% | +187.7% |
| 3Y | +607.8% | +63.7% | +544.1% | +447.7% |
| 5Y | +506.7% | +112.3% | +394.5% | +318.1% |
| All | +506.7% | +110.5% | +396.2% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling