-2.5%
PFE vs CIEN
+566.4%
-568.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.3% |
| 7D | +1.8% | -15.2% | +16.9% | +2.0% |
| 30D | +10.2% | -21.5% | +31.7% | +10.6% |
| 3M | +12.7% | -40.1% | +52.8% | +13.7% |
| 6M | +10.5% | -6.6% | +17.1% | +9.7% |
| YTD | +20.2% | +37.3% | -17.1% | +17.4% |
| 1Y | +24.1% | +174.5% | -150.5% | +18.4% |
| All | -2.5% | +566.4% | -568.9% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling