+2,347.5%
CIEN vs PSLV
+120.6%
+2,226.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | -4.6% | +3.3% | -7.9% | -5.2% |
| 30D | -12.8% | +2.1% | -14.9% | -13.2% |
| 3M | -23.1% | +7.1% | -30.2% | -24.3% |
| 6M | +6.1% | -21.6% | +27.7% | +10.2% |
| YTD | +44.5% | -6.7% | +51.2% | +43.5% |
| 1Y | +176.6% | +59.3% | +117.3% | +152.3% |
| 3Y | +601.0% | +182.1% | +418.9% | +484.0% |
| 5Y | +509.1% | +162.6% | +346.5% | +407.4% |
| 10Y | +1,460.5% | +203.0% | +1,257.5% | +1,157.7% |
| All | +2,347.5% | +120.6% | +2,226.9% | +1,837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling