+161.0%
CIEN vs PPG
+727.3%
-566.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.6% |
| 7D | -4.6% | -3.7% | -0.8% | -2.3% |
| 30D | -12.8% | -7.2% | -5.6% | -8.6% |
| 3M | -23.1% | -7.3% | -15.7% | -20.1% |
| 6M | +6.1% | +0.3% | +5.9% | +4.2% |
| YTD | +44.5% | +6.5% | +38.0% | +35.2% |
| 1Y | +176.6% | +0.5% | +176.1% | +166.7% |
| 3Y | +601.0% | -15.3% | +616.2% | +642.6% |
| 5Y | +509.1% | -22.9% | +532.0% | +567.0% |
| 10Y | +1,460.5% | +28.4% | +1,432.1% | +1,001.0% |
| All | +161.0% | +727.3% | -566.3% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling