+272.5%
PM vs CIEN
+1,159.7%
-887.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.7% | +1.4% |
| 7D | +0.5% | +15.3% | -14.7% | -0.3% |
| 30D | -3.2% | -22.0% | +18.8% | -2.2% |
| 3M | +6.2% | -36.6% | +42.9% | +8.4% |
| 6M | +7.7% | -51.5% | +59.1% | +11.6% |
| YTD | +27.3% | +20.0% | +7.3% | +20.3% |
| 1Y | +32.8% | +44.5% | -11.7% | +22.8% |
| 3Y | +150.0% | +539.0% | -389.0% | +84.9% |
| 5Y | +164.2% | +356.8% | -192.6% | +101.8% |
| All | +272.5% | +1,159.7% | -887.2% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling