+163.5%
CIEN vs PNC
+1,369.5%
-1,206.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.9% |
| 7D | -5.3% | +2.3% | -7.6% | -6.5% |
| 30D | -17.2% | -3.8% | -13.4% | -15.7% |
| 3M | -26.9% | +7.8% | -34.7% | -30.0% |
| 6M | +16.0% | +19.7% | -3.7% | +5.2% |
| YTD | +45.9% | +19.1% | +26.8% | +31.9% |
| 1Y | +186.8% | +23.1% | +163.7% | +154.4% |
| 3Y | +607.8% | +132.1% | +475.6% | +351.0% |
| 5Y | +506.7% | +52.2% | +454.5% | +366.6% |
| 10Y | +1,438.7% | +271.4% | +1,167.3% | +582.9% |
| All | +163.5% | +1,369.5% | -1,206.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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