+132.7%
CIEN vs PRU
+785.9%
-653.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.6% |
| 7D | -24.1% | +2.4% | -26.5% | -25.2% |
| 30D | -45.5% | +6.1% | -51.6% | -47.3% |
| 3M | -39.7% | -0.7% | -39.0% | -40.2% |
| 6M | -57.8% | +22.1% | -79.9% | -62.0% |
| YTD | +4.1% | +9.8% | -5.7% | -2.8% |
| 1Y | +20.8% | +19.4% | +1.5% | +8.8% |
| 3Y | +463.1% | +50.4% | +412.8% | +354.3% |
| 5Y | +302.3% | +37.2% | +265.1% | +234.7% |
| 10Y | +1,164.4% | +119.5% | +1,044.8% | +673.9% |
| All | +132.7% | +785.9% | -653.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling