+3.5%
PEP vs CIEN
+30.2%
-26.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.7% | -10.3% | +1.1% |
| 7D | +1.0% | -5.3% | +6.3% | +0.8% |
| 30D | +12.6% | -40.1% | +52.7% | +10.0% |
| 3M | +3.1% | -34.7% | +37.8% | +1.2% |
| 6M | -6.3% | -50.9% | +44.6% | -8.0% |
| YTD | +1.9% | +15.2% | -13.3% | +0.6% |
| All | +3.5% | +30.2% | -26.7% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling