+522.6%
CIEN vs PH
+137.6%
+385.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.4% | +6.9% |
| 7D | -5.3% | +3.0% | -8.3% | -7.1% |
| 30D | -40.1% | -0.6% | -39.5% | -39.3% |
| 3M | -34.7% | -10.7% | -23.9% | -27.4% |
| 6M | -50.9% | +9.1% | -59.9% | -54.2% |
| YTD | +15.2% | +9.5% | +5.7% | +6.8% |
| 1Y | +35.2% | +14.0% | +21.1% | +21.6% |
| 3Y | +522.6% | +138.9% | +383.7% | +226.2% |
| All | +522.6% | +137.6% | +385.0% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling