+574.4%
CIEN vs PRU
+56.1%
+518.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +8.7% | -2.8% | +11.6% | +9.8% |
| 30D | -26.9% | +8.5% | -35.4% | -29.0% |
| 3M | -23.6% | +1.7% | -25.4% | -24.2% |
| 6M | -49.1% | +24.8% | -73.8% | -54.3% |
| YTD | +26.6% | +13.3% | +13.3% | +18.2% |
| 1Y | +42.7% | +21.4% | +21.3% | +28.0% |
| All | +574.4% | +56.1% | +518.2% | +388.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling