+127.0%
CIEN vs PSA
+3,696.5%
-3,569.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +27.4% | -2.1% | +29.5% | +28.7% |
| 30D | -26.6% | +15.6% | -42.2% | -32.4% |
| 3M | -32.0% | +4.1% | -36.0% | -34.0% |
| 6M | -49.1% | +9.2% | -58.2% | -52.5% |
| YTD | +25.7% | +32.3% | -6.6% | +6.0% |
| 1Y | +40.3% | +26.2% | +14.2% | +21.0% |
| 3Y | +566.2% | +53.7% | +512.5% | +399.7% |
| 5Y | +378.7% | +26.6% | +352.2% | +288.1% |
| 10Y | +1,252.3% | +132.8% | +1,119.5% | +638.1% |
| All | +127.0% | +3,696.5% | -3,569.5% | -78.8% |
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