+506.7%
CIEN vs PINS
-63.8%
+570.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.5% |
| 7D | -5.3% | -5.2% | -0.1% | -4.5% |
| 30D | -17.2% | -14.9% | -2.3% | -15.3% |
| 3M | -26.9% | -8.4% | -18.5% | -26.5% |
| 6M | +16.0% | +0.6% | +15.4% | +13.6% |
| YTD | +45.9% | -22.2% | +68.1% | +49.4% |
| 1Y | +186.8% | -46.9% | +233.7% | +214.5% |
| 3Y | +607.8% | -26.9% | +634.7% | +602.4% |
| 5Y | +506.7% | -63.0% | +569.7% | +474.7% |
| All | +506.7% | -63.8% | +570.6% | +474.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling