+903.8%
PEP vs CIEN
+99.8%
+804.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.2% | +15.4% | +0.8% |
| 7D | +6.7% | -34.0% | +40.6% | +8.3% |
| 30D | +13.5% | -48.0% | +61.5% | +16.1% |
| 3M | +3.9% | -43.5% | +47.5% | +5.7% |
| 6M | -6.0% | -57.6% | +51.6% | -3.6% |
| YTD | +2.5% | -1.3% | +3.8% | +0.8% |
| 1Y | +3.9% | +17.9% | -13.9% | +1.3% |
| 3Y | -4.7% | +425.8% | -430.4% | -14.3% |
| 5Y | +1.1% | +281.5% | -280.4% | -8.4% |
| 10Y | +83.8% | +1,099.0% | -1,015.2% | +57.5% |
| All | +903.8% | +99.8% | +804.0% | +623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling