+147.9%
CIEN vs PH
+8,097.3%
-7,949.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | -3.1% | -12.1% | -13.6% |
| 30D | -21.5% | -3.2% | -18.2% | -20.0% |
| 3M | -40.1% | +10.6% | -50.7% | -44.0% |
| 6M | -6.6% | -2.1% | -4.4% | -5.5% |
| YTD | +37.3% | +10.2% | +27.1% | +28.8% |
| 1Y | +174.5% | +28.2% | +146.3% | +134.5% |
| 3Y | +562.3% | +134.9% | +427.4% | +288.8% |
| 5Y | +463.9% | +253.6% | +210.3% | +150.0% |
| 10Y | +1,302.4% | +804.7% | +497.6% | +194.1% |
| All | +147.9% | +8,097.3% | -7,949.5% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling