+48.9%
CIEN vs PNR
-31.2%
+80.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -9.6% |
| 7D | -25.0% | +11.9% | -36.9% | -26.4% |
| 30D | -30.1% | +37.1% | -67.3% | -34.2% |
| 3M | -33.8% | +5.7% | -39.5% | -33.8% |
| 6M | -49.4% | -5.7% | -43.8% | -47.0% |
| YTD | +16.4% | -29.8% | +46.2% | +32.1% |
| 1Y | +48.9% | -31.8% | +80.7% | +71.5% |
| All | +48.9% | -31.2% | +80.0% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling