+881.3%
PG vs CIEN
+192.6%
+688.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -2.0% |
| 7D | -3.4% | -4.6% | +1.2% | -3.3% |
| 30D | -2.6% | -12.8% | +10.2% | -2.2% |
| 3M | -3.3% | -23.1% | +19.7% | -2.7% |
| 6M | -6.7% | +6.1% | -12.8% | -7.6% |
| YTD | +1.7% | +44.5% | -42.8% | -0.6% |
| 1Y | -7.9% | +176.6% | -184.5% | -12.5% |
| 3Y | +0.9% | +601.0% | -600.0% | -8.6% |
| 5Y | +12.6% | +509.1% | -496.5% | +2.1% |
| 10Y | +117.2% | +1,460.5% | -1,343.3% | +88.4% |
| All | +881.3% | +192.6% | +688.6% | +602.1% |
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