+48.9%
CIEN vs PGR
+21.4%
+27.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.8% | -7.2% |
| 7D | -25.0% | +4.1% | -29.1% | -22.2% |
| 30D | -30.1% | +10.4% | -40.6% | -23.5% |
| 3M | -33.8% | +11.4% | -45.2% | -26.5% |
| 6M | -49.4% | +17.9% | -67.4% | -39.5% |
| YTD | +16.4% | +9.8% | +6.6% | +35.7% |
| 1Y | +48.9% | +19.3% | +29.6% | +89.1% |
| All | +48.9% | +21.4% | +27.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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