+48.9%
CIEN vs PSA
+28.0%
+20.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.1% | -8.7% |
| 7D | -25.0% | +10.5% | -35.6% | -23.7% |
| 30D | -30.1% | +21.7% | -51.8% | -28.8% |
| 3M | -33.8% | +6.1% | -39.8% | -32.8% |
| 6M | -49.4% | +18.3% | -67.8% | -50.9% |
| YTD | +16.4% | +36.1% | -19.6% | +14.0% |
| 1Y | +48.9% | +29.3% | +19.6% | +43.0% |
| All | +48.9% | +28.0% | +20.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling