+3.3%
PEP vs CIEN
+280.2%
-276.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.2% | +15.4% | 0.0% |
| 7D | +6.7% | -34.0% | +40.6% | +6.1% |
| 30D | +13.5% | -48.0% | +61.5% | +12.8% |
| 3M | +3.9% | -43.5% | +47.5% | +3.3% |
| 6M | -6.0% | -57.6% | +51.6% | -6.3% |
| YTD | +2.5% | -1.3% | +3.8% | +0.3% |
| 1Y | +3.9% | +17.9% | -13.9% | +1.3% |
| 3Y | -4.7% | +425.8% | -430.4% | -15.9% |
| All | +3.3% | +280.2% | -276.9% | -6.9% |
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