+174.5%
CIEN vs PSLV
+57.1%
+117.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -15.2% | -0.6% | -14.5% | -15.1% |
| 30D | -21.5% | +7.3% | -28.7% | -23.4% |
| 3M | -40.1% | -7.4% | -32.6% | -38.9% |
| 6M | -6.6% | -20.3% | +13.7% | -1.6% |
| YTD | +37.3% | -8.2% | +45.5% | +26.6% |
| 1Y | +174.5% | +57.9% | +116.6% | +98.0% |
| All | +174.5% | +57.1% | +117.4% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling