+543.5%
CIEN vs PGR
+159.7%
+383.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.5% |
| 7D | +8.9% | -0.6% | +9.5% | +8.9% |
| 30D | -19.1% | +4.9% | -24.0% | -19.0% |
| 3M | -21.5% | +7.6% | -29.1% | -21.5% |
| 6M | +2.8% | +8.3% | -5.4% | +2.7% |
| YTD | +49.5% | +1.7% | +47.7% | +49.8% |
| 1Y | +163.8% | -6.8% | +170.7% | +167.6% |
| 3Y | +615.8% | +73.4% | +542.4% | +541.9% |
| All | +543.5% | +159.7% | +383.7% | +415.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling