+79.1%
PEP vs CIEN
+1,418.4%
-1,339.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.4% |
| 30D | +0.3% | -12.8% | +13.1% | +1.0% |
| 3M | -3.2% | -23.1% | +19.8% | -2.2% |
| 6M | -13.6% | +6.1% | -19.7% | -15.8% |
| YTD | -1.9% | +44.5% | -46.4% | -7.4% |
| 1Y | -0.6% | +176.6% | -177.2% | -12.4% |
| 3Y | -13.6% | +601.0% | -614.5% | -34.4% |
| 5Y | +3.2% | +509.1% | -505.9% | -21.7% |
| 10Y | +79.1% | +1,460.5% | -1,381.4% | +22.5% |
| All | +79.1% | +1,418.4% | -1,339.3% | +22.5% |
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