+615.8%
CIEN vs PSLV
+165.9%
+450.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +8.9% | -3.5% | +12.3% | +10.0% |
| 30D | -19.1% | -2.1% | -16.9% | -18.7% |
| 3M | -21.5% | -1.6% | -19.8% | -21.6% |
| 6M | +2.8% | -25.5% | +28.3% | +10.0% |
| YTD | +49.5% | -11.4% | +60.9% | +46.0% |
| 1Y | +163.8% | +48.6% | +115.2% | +123.0% |
| 3Y | +615.8% | +166.9% | +449.0% | +420.3% |
| All | +615.8% | +165.9% | +450.0% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling