+174.5%
CIEN vs PH
+30.5%
+144.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -15.2% | -3.1% | -12.1% | -13.1% |
| 30D | -21.5% | -3.2% | -18.2% | -19.5% |
| 3M | -40.1% | +10.6% | -50.7% | -44.9% |
| 6M | -6.6% | -2.1% | -4.4% | -5.1% |
| YTD | +37.3% | +10.2% | +27.1% | +26.0% |
| 1Y | +174.5% | +28.2% | +146.3% | +128.6% |
| All | +174.5% | +30.5% | +144.0% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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