+1,460.5%
CIEN vs PH
+795.7%
+664.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -12.8% | -10.3% | -2.5% | -7.4% |
| 3M | -23.1% | +5.1% | -28.1% | -25.2% |
| 6M | +6.1% | +2.3% | +3.8% | +4.5% |
| YTD | +44.5% | +8.7% | +35.8% | +38.0% |
| 1Y | +176.6% | +26.8% | +149.9% | +143.6% |
| 3Y | +601.0% | +139.2% | +461.8% | +354.6% |
| 5Y | +509.1% | +251.1% | +258.0% | +223.5% |
| 10Y | +1,460.5% | +812.6% | +647.9% | +343.1% |
| All | +1,460.5% | +795.7% | +664.8% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling