+476.2%
PFE vs CIEN
+156.3%
+319.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -0.2% |
| 7D | -3.0% | +8.7% | -11.7% | -3.6% |
| 30D | +5.2% | -26.9% | +32.1% | +6.8% |
| 3M | +12.2% | -23.6% | +35.9% | +13.2% |
| 6M | +17.8% | -49.1% | +66.9% | +21.3% |
| YTD | +26.2% | +26.6% | -0.4% | +21.4% |
| 1Y | +23.2% | +42.7% | -19.5% | +17.4% |
| 3Y | +21.3% | +570.8% | -549.5% | +2.4% |
| 5Y | -23.1% | +386.4% | -409.5% | -34.2% |
| 10Y | +50.7% | +1,261.7% | -1,211.0% | +18.5% |
| All | +476.2% | +156.3% | +319.9% | +264.5% |
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