+1,449.2%
CIEN vs PSKY
-42.2%
+1,491.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | +24.0% | -45.5% | -26.9% |
| 3M | -40.1% | +2.2% | -42.2% | -40.9% |
| 6M | -6.6% | -9.0% | +2.4% | -5.7% |
| YTD | +37.3% | -18.1% | +55.4% | +41.4% |
| 1Y | +174.5% | -25.1% | +199.6% | +184.9% |
| 3Y | +562.3% | -16.3% | +578.6% | +479.2% |
| 5Y | +463.9% | -70.4% | +534.3% | +569.6% |
| 10Y | +1,302.4% | -74.2% | +1,376.5% | +1,279.1% |
| All | +1,449.2% | -42.2% | +1,491.5% | +819.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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