+1.6%
PG vs CIEN
+624.4%
-622.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.8% |
| 7D | -0.8% | +8.9% | -9.7% | -0.4% |
| 30D | +0.8% | -19.1% | +19.9% | 0.0% |
| 3M | -1.3% | -21.5% | +20.2% | -2.1% |
| 6M | -3.8% | +2.8% | -6.6% | -3.3% |
| YTD | +3.6% | +49.5% | -45.8% | +6.3% |
| 1Y | -5.7% | +163.8% | -169.5% | -1.2% |
| 3Y | +1.6% | +615.8% | -614.2% | +9.8% |
| All | +1.6% | +624.4% | -622.8% | +9.8% |
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