+35.2%
PFE vs CIEN
+1,418.4%
-1,383.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -4.3% | -4.6% | +0.3% | -4.0% |
| 30D | +2.7% | -12.8% | +15.5% | +3.5% |
| 3M | +10.0% | -23.1% | +33.1% | +11.5% |
| 6M | +7.2% | +6.1% | +1.1% | +4.4% |
| YTD | +17.3% | +44.5% | -27.2% | +10.2% |
| 1Y | +20.3% | +176.6% | -156.3% | +5.2% |
| 3Y | -1.6% | +601.0% | -602.6% | -25.5% |
| 5Y | -21.4% | +509.1% | -530.5% | -40.6% |
| 10Y | +35.2% | +1,460.5% | -1,425.2% | -10.6% |
| All | +35.2% | +1,418.4% | -1,383.2% | -10.6% |
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