+158.3%
CIEN vs PGR
+7,619.7%
-7,461.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +5.4% | -3.4% | +8.8% | +7.0% |
| 30D | -13.7% | +1.8% | -15.5% | -15.0% |
| 3M | -23.0% | +5.9% | -28.9% | -26.7% |
| 6M | -0.8% | +4.6% | -5.4% | -5.9% |
| YTD | +43.1% | +1.1% | +42.0% | +36.5% |
| 1Y | +157.6% | -6.6% | +164.2% | +153.4% |
| 3Y | +593.8% | +74.2% | +519.6% | +374.7% |
| 5Y | +520.6% | +159.5% | +361.1% | +227.6% |
| 10Y | +1,444.6% | +813.4% | +631.2% | +286.0% |
| All | +158.3% | +7,619.7% | -7,461.4% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling