+607.8%
CIEN vs PSA
+24.4%
+583.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.3% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -17.2% | -8.2% | -9.1% | -16.2% |
| 3M | -26.9% | -2.1% | -24.7% | -27.4% |
| 6M | +16.0% | -0.2% | +16.2% | +13.9% |
| YTD | +45.9% | +18.5% | +27.4% | +38.6% |
| 1Y | +186.8% | +6.6% | +180.2% | +177.8% |
| 3Y | +607.8% | +24.5% | +583.3% | +519.7% |
| All | +607.8% | +24.4% | +583.4% | +519.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling