+1,184.7%
CIEN vs PPL
+65.3%
+1,119.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -9.3% | 0.0% | -9.4% | -9.4% |
| 30D | -39.5% | +4.3% | -43.8% | -40.6% |
| 3M | -29.8% | +2.9% | -32.8% | -30.8% |
| 6M | -50.4% | +1.1% | -51.5% | -50.9% |
| YTD | +16.3% | +4.5% | +11.9% | +13.4% |
| 1Y | +30.4% | +0.1% | +30.3% | +29.0% |
| 3Y | +516.6% | +55.7% | +460.9% | +405.8% |
| 5Y | +349.8% | +47.6% | +302.2% | +275.2% |
| 10Y | +1,184.7% | +66.8% | +1,117.9% | +911.3% |
| All | +1,184.7% | +65.3% | +1,119.4% | +911.3% |
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