+4.7%
PEP vs CIEN
+465.8%
-461.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -1.4% | -15.2% | +13.8% | -1.4% |
| 30D | +0.2% | -21.5% | +21.7% | +0.2% |
| 3M | -1.1% | -40.1% | +39.0% | -0.7% |
| 6M | -13.5% | -6.6% | -6.9% | -14.2% |
| YTD | -1.2% | +37.3% | -38.4% | -2.8% |
| 1Y | -1.6% | +174.5% | -176.1% | -5.1% |
| 3Y | -12.5% | +562.3% | -574.8% | -22.0% |
| All | +4.7% | +465.8% | -461.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling