+147.9%
CIEN vs PPL
+1,174.4%
-1,026.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | +2.7% | -17.8% | -16.1% |
| 30D | -21.5% | +0.5% | -21.9% | -21.7% |
| 3M | -40.1% | +0.7% | -40.7% | -40.5% |
| 6M | -6.6% | -7.6% | +1.0% | -4.4% |
| YTD | +37.3% | +1.8% | +35.4% | +35.4% |
| 1Y | +174.5% | -0.8% | +175.3% | +172.9% |
| 3Y | +562.3% | +56.9% | +505.4% | +445.1% |
| 5Y | +463.9% | +39.5% | +424.4% | +383.8% |
| 10Y | +1,302.4% | +55.4% | +1,247.0% | +1,004.7% |
| All | +147.9% | +1,174.4% | -1,026.5% | +66.4% |
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