+1,261.7%
CIEN vs PPL
+65.2%
+1,196.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.1% |
| 7D | +8.7% | -1.0% | +9.7% | +9.0% |
| 30D | -26.9% | +3.0% | -29.9% | -27.9% |
| 3M | -23.6% | +1.1% | -24.7% | -24.3% |
| 6M | -49.1% | -0.8% | -48.3% | -49.4% |
| YTD | +26.6% | +3.5% | +23.1% | +23.7% |
| 1Y | +42.7% | -0.9% | +43.6% | +41.6% |
| 3Y | +570.8% | +54.2% | +516.6% | +451.8% |
| 5Y | +386.4% | +46.3% | +340.1% | +306.8% |
| 10Y | +1,261.7% | +65.0% | +1,196.7% | +976.8% |
| All | +1,261.7% | +65.2% | +1,196.5% | +976.8% |
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