+1,431.9%
CIEN vs PSA
+101.3%
+1,330.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -3.6% | +9.0% | +6.6% |
| 30D | -13.7% | -9.4% | -4.3% | -11.1% |
| 3M | -23.0% | -8.2% | -14.8% | -21.5% |
| 6M | -0.8% | -1.8% | +1.0% | -1.4% |
| YTD | +43.1% | +15.7% | +27.3% | +34.3% |
| 1Y | +157.6% | +6.3% | +151.3% | +148.1% |
| 3Y | +593.8% | +21.6% | +572.3% | +521.5% |
| 5Y | +520.6% | +13.5% | +507.1% | +462.2% |
| All | +1,431.9% | +101.3% | +1,330.6% | +1,011.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling