+19.8%
CIEN vs PLD
+1,606.2%
-1,586.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.2% |
| 7D | -34.0% | +0.4% | -34.4% | -34.1% |
| 30D | -48.0% | -0.1% | -47.9% | -48.1% |
| 3M | -43.5% | -7.9% | -35.6% | -41.3% |
| 6M | -57.6% | -7.0% | -50.7% | -56.6% |
| YTD | -1.3% | +3.1% | -4.4% | -3.7% |
| 1Y | +17.9% | +7.1% | +10.8% | +12.9% |
| 3Y | +425.8% | +32.9% | +392.9% | +347.2% |
| 5Y | +281.5% | +1.5% | +280.0% | +262.1% |
| 10Y | +1,099.0% | +245.9% | +853.1% | +509.9% |
| All | +19.8% | +1,606.2% | -1,586.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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