+1,449.2%
CIEN vs PFGC
+419.1%
+1,030.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -15.2% | -2.2% | -13.0% | -14.8% |
| 30D | -21.5% | -11.9% | -9.5% | -19.6% |
| 3M | -40.1% | +5.0% | -45.1% | -41.2% |
| 6M | -6.6% | +8.6% | -15.2% | -9.0% |
| YTD | +37.3% | +9.7% | +27.6% | +33.0% |
| 1Y | +174.5% | -6.3% | +180.8% | +174.7% |
| 3Y | +562.3% | +58.2% | +504.1% | +494.3% |
| 5Y | +463.9% | +110.4% | +353.5% | +375.2% |
| 10Y | +1,302.4% | +272.8% | +1,029.6% | +882.9% |
| All | +1,449.2% | +419.1% | +1,030.1% | +897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling