+463.6%
PFE vs CIEN
+133.2%
+330.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.2% | -1.2% |
| 7D | -4.7% | -5.3% | +0.6% | -4.5% |
| 30D | +3.4% | -40.1% | +43.5% | +6.2% |
| 3M | +9.2% | -34.7% | +43.9% | +11.2% |
| 6M | +15.8% | -50.9% | +66.7% | +19.5% |
| YTD | +23.4% | +15.2% | +8.3% | +19.5% |
| 1Y | +25.8% | +35.2% | -9.3% | +20.3% |
| 3Y | +17.8% | +522.6% | -504.7% | 0.0% |
| 5Y | -20.2% | +344.2% | -364.4% | -31.4% |
| 10Y | +49.6% | +1,188.7% | -1,139.1% | +18.0% |
| All | +463.6% | +133.2% | +330.5% | +258.7% |
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