+48.8%
PFE vs CIEN
+1,159.7%
-1,110.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | -1.7% | +15.3% | -17.0% | -2.7% |
| 30D | +0.3% | -22.0% | +22.3% | +1.6% |
| 3M | +9.4% | -36.6% | +46.0% | +12.0% |
| 6M | +14.9% | -51.5% | +66.3% | +19.5% |
| YTD | +23.8% | +20.0% | +3.8% | +16.9% |
| 1Y | +19.5% | +44.5% | -24.9% | +10.5% |
| 3Y | +21.0% | +539.0% | -518.0% | -8.7% |
| 5Y | -23.9% | +356.8% | -380.7% | -41.1% |
| All | +48.8% | +1,159.7% | -1,110.9% | +1.9% |
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 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