+355.8%
CIEN vs PSA
+26.3%
+329.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | -1.4% | +16.7% | +15.6% |
| 30D | -22.0% | +15.2% | -37.2% | -25.0% |
| 3M | -36.6% | +2.2% | -38.9% | -37.2% |
| 6M | -51.5% | +11.7% | -63.1% | -53.6% |
| YTD | +20.0% | +32.0% | -12.1% | +8.8% |
| 1Y | +44.5% | +26.3% | +18.2% | +32.7% |
| 3Y | +539.0% | +52.4% | +486.7% | +427.1% |
| All | +355.8% | +26.3% | +329.5% | +304.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling