+116.6%
CIEN vs PSA
+3,688.1%
-3,571.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | -1.4% | +16.7% | +16.1% |
| 30D | -22.0% | +15.2% | -37.2% | -28.1% |
| 3M | -36.6% | +2.2% | -38.9% | -38.0% |
| 6M | -51.5% | +11.7% | -63.1% | -55.2% |
| YTD | +20.0% | +32.0% | -12.1% | +1.2% |
| 1Y | +44.5% | +26.3% | +18.2% | +24.5% |
| 3Y | +539.0% | +52.4% | +486.7% | +381.6% |
| 5Y | +356.8% | +26.3% | +330.6% | +270.8% |
| 10Y | +1,190.4% | +132.3% | +1,058.1% | +605.2% |
| All | +116.6% | +3,688.1% | -3,571.5% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling