+95.5%
PEP vs CIEN
+1,159.7%
-1,064.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.5% |
| 7D | +2.9% | +15.3% | -12.4% | +2.1% |
| 30D | +12.5% | -22.0% | +34.5% | +13.6% |
| 3M | +4.5% | -36.6% | +41.2% | +6.4% |
| 6M | -0.5% | -51.5% | +51.0% | +2.8% |
| YTD | +4.4% | +20.0% | -15.5% | -1.3% |
| 1Y | +4.4% | +44.5% | -40.1% | -3.3% |
| 3Y | -3.4% | +539.0% | -542.4% | -27.7% |
| 5Y | +5.2% | +356.8% | -351.7% | -18.8% |
| All | +95.5% | +1,159.7% | -1,064.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling