+78.2%
CIEN vs PPL
+1,217.6%
-1,139.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.5% |
| 7D | -34.0% | +1.0% | -35.0% | -34.3% |
| 30D | -48.0% | +6.8% | -54.8% | -49.4% |
| 3M | -43.5% | +3.9% | -47.4% | -44.6% |
| 6M | -57.6% | -2.0% | -55.6% | -57.7% |
| YTD | -1.3% | +5.3% | -6.6% | -4.2% |
| 1Y | +17.9% | +2.2% | +15.7% | +15.7% |
| 3Y | +425.8% | +56.7% | +369.0% | +332.2% |
| 5Y | +281.5% | +49.1% | +232.4% | +218.3% |
| 10Y | +1,099.0% | +63.6% | +1,035.4% | +824.0% |
| All | +78.2% | +1,217.6% | -1,139.3% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling