+785.3%
CIEN vs PINS
-23.0%
+808.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.2% | +8.3% | +0.6% |
| 7D | -4.6% | -13.9% | +9.3% | -2.2% |
| 30D | -12.8% | -25.0% | +12.2% | -8.7% |
| 3M | -23.1% | -16.6% | -6.5% | -21.4% |
| 6M | +6.1% | -7.0% | +13.1% | +5.2% |
| YTD | +44.5% | -29.4% | +73.9% | +50.0% |
| 1Y | +176.6% | -49.9% | +226.5% | +204.3% |
| 3Y | +601.0% | -33.6% | +634.6% | +607.6% |
| 5Y | +509.1% | -66.8% | +576.0% | +550.8% |
| All | +785.3% | -23.0% | +808.3% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling