+615.8%
CIEN vs PPG
-17.4%
+633.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.0% | +4.3% |
| 7D | +8.9% | -6.2% | +15.1% | +12.2% |
| 30D | -19.1% | -7.9% | -11.2% | -15.9% |
| 3M | -21.5% | -10.2% | -11.3% | -18.0% |
| 6M | +2.8% | +2.7% | +0.2% | -0.2% |
| YTD | +49.5% | +4.9% | +44.6% | +42.1% |
| 1Y | +163.8% | -3.2% | +167.0% | +161.4% |
| 3Y | +615.8% | -17.0% | +632.8% | +612.7% |
| All | +615.8% | -17.4% | +633.2% | +612.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling