+301.4%
CIEN vs PH
+196.0%
+105.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +3.3% |
| 7D | -24.1% | +2.0% | -26.1% | -25.1% |
| 30D | -45.5% | -3.7% | -41.8% | -43.6% |
| 3M | -39.7% | -14.0% | -25.7% | -32.1% |
| 6M | -57.8% | +2.1% | -59.9% | -58.3% |
| YTD | +4.1% | +5.1% | -1.0% | +1.0% |
| 1Y | +20.8% | +10.9% | +9.9% | +13.1% |
| 3Y | +463.1% | +132.9% | +330.2% | +234.7% |
| All | +301.4% | +196.0% | +105.5% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling