+147.9%
CIEN vs PHM
+3,768.9%
-3,621.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | -3.2% | -12.0% | -14.1% |
| 30D | -21.5% | -6.4% | -15.0% | -19.6% |
| 3M | -40.1% | +5.5% | -45.6% | -42.0% |
| 6M | -6.6% | -5.4% | -1.1% | -5.8% |
| YTD | +37.3% | +6.6% | +30.7% | +31.1% |
| 1Y | +174.5% | -8.8% | +183.4% | +176.5% |
| 3Y | +562.3% | +54.1% | +508.1% | +426.8% |
| 5Y | +463.9% | +144.5% | +319.5% | +262.4% |
| 10Y | +1,302.4% | +569.4% | +732.9% | +445.9% |
| All | +147.9% | +3,768.9% | -3,621.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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