+1,213.2%
CIEN vs PFGC
+484.2%
+729.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -9.3% | +15.0% | -24.3% | -12.2% |
| 30D | -39.5% | +17.0% | -56.5% | -41.8% |
| 3M | -29.8% | -2.5% | -27.4% | -30.1% |
| 6M | -50.4% | +19.2% | -69.6% | -52.9% |
| YTD | +16.3% | +23.4% | -7.1% | +9.3% |
| 1Y | +30.4% | +13.9% | +16.5% | +24.6% |
| 3Y | +516.6% | +82.0% | +434.6% | +434.4% |
| 5Y | +349.8% | +128.7% | +221.1% | +270.1% |
| 10Y | +1,184.7% | +361.5% | +823.2% | +756.0% |
| All | +1,213.2% | +484.2% | +729.0% | +720.1% |
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 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