-5.3%
PG vs CIEN
+179.1%
-184.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +1.9% | -15.2% | +17.0% | +0.8% |
| 30D | -0.2% | -21.5% | +21.2% | -1.6% |
| 3M | +4.8% | -40.1% | +44.9% | +2.4% |
| 6M | -6.1% | -6.6% | +0.5% | -5.9% |
| YTD | +4.5% | +37.3% | -32.8% | +10.1% |
| 1Y | -5.3% | +174.5% | -179.9% | +9.6% |
| All | -5.3% | +179.1% | -184.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling