+520.6%
CIEN vs PNR
-21.1%
+541.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +5.4% | -5.5% | +10.9% | +8.5% |
| 30D | -13.7% | -15.6% | +1.9% | -5.8% |
| 3M | -23.0% | -20.2% | -2.8% | -14.5% |
| 6M | -0.8% | -36.6% | +35.8% | +26.0% |
| YTD | +43.1% | -45.0% | +88.0% | +94.7% |
| 1Y | +157.6% | -47.4% | +205.1% | +260.9% |
| 3Y | +593.8% | -13.7% | +607.5% | +628.9% |
| 5Y | +520.6% | -20.8% | +541.4% | +498.0% |
| All | +520.6% | -21.1% | +541.7% | +498.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling