-6.6%
CIEN vs PH
-2.4%
-4.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -19.4% |
| 3M | -40.1% | +10.6% | -50.7% | -44.7% |
| 6M | -6.6% | -2.1% | -4.4% | +1.3% |
| All | -6.6% | -2.4% | -4.1% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling