+569.7%
CIEN vs PRU
+47.2%
+522.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -15.2% | +1.9% | -17.0% | -16.0% |
| 30D | -21.5% | +2.7% | -24.2% | -22.5% |
| 3M | -40.1% | +19.5% | -59.5% | -45.2% |
| 6M | -6.6% | +26.6% | -33.2% | -17.5% |
| YTD | +37.3% | +12.3% | +24.9% | +28.2% |
| 1Y | +174.5% | +18.0% | +156.5% | +148.5% |
| All | +569.7% | +47.2% | +522.6% | +413.4% |
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