+448.6%
PFE vs CIEN
+177.9%
+270.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.3% |
| 7D | +1.8% | -15.2% | +16.9% | +2.8% |
| 30D | +10.2% | -21.5% | +31.7% | +11.7% |
| 3M | +12.7% | -40.1% | +52.8% | +15.8% |
| 6M | +10.5% | -6.6% | +17.1% | +9.6% |
| YTD | +20.2% | +37.3% | -17.1% | +15.8% |
| 1Y | +24.1% | +174.5% | -150.5% | +13.9% |
| 3Y | -3.6% | +562.3% | -565.8% | -17.9% |
| 5Y | -20.9% | +463.9% | -484.8% | -32.5% |
| 10Y | +35.8% | +1,302.4% | -1,266.5% | +7.3% |
| All | +448.6% | +177.9% | +270.7% | +247.7% |
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