+1,096.6%
CIEN vs PPL
+62.0%
+1,034.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.6% |
| 7D | -24.1% | +0.4% | -24.5% | -24.3% |
| 30D | -45.5% | +5.4% | -50.9% | -46.6% |
| 3M | -39.7% | +4.3% | -44.0% | -40.8% |
| 6M | -57.8% | -1.3% | -56.5% | -57.9% |
| YTD | +4.1% | +4.7% | -0.6% | +1.4% |
| 1Y | +20.8% | +1.3% | +19.6% | +19.1% |
| 3Y | +463.1% | +57.2% | +405.9% | +360.7% |
| 5Y | +302.3% | +48.2% | +254.1% | +235.6% |
| All | +1,096.6% | +62.0% | +1,034.6% | +827.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling