+163.5%
CIEN vs PNR
+878.4%
-714.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +9.0% | +7.9% |
| 7D | -5.3% | -3.0% | -2.3% | -3.7% |
| 30D | -17.2% | -14.9% | -2.3% | -9.3% |
| 3M | -26.9% | -19.0% | -7.8% | -18.9% |
| 6M | +16.0% | -35.9% | +51.9% | +47.6% |
| YTD | +45.9% | -43.1% | +89.1% | +96.7% |
| 1Y | +186.8% | -46.4% | +233.2% | +300.2% |
| 3Y | +607.8% | -10.8% | +618.6% | +625.5% |
| 5Y | +506.7% | -18.9% | +525.6% | +539.3% |
| 10Y | +1,438.7% | +64.4% | +1,374.3% | +873.4% |
| All | +163.5% | +878.4% | -714.9% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling