+198.6%
PM vs CIEN
+1,400.2%
-1,201.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.1% | +0.8% |
| 7D | -1.3% | -5.3% | +4.0% | -1.0% |
| 30D | -2.6% | -17.2% | +14.7% | -1.5% |
| 3M | +5.8% | -26.9% | +32.7% | +7.5% |
| 6M | +10.6% | +16.0% | -5.5% | +6.8% |
| YTD | +17.2% | +45.9% | -28.8% | +10.3% |
| 1Y | +17.6% | +186.8% | -169.2% | +2.7% |
| 3Y | +124.3% | +607.8% | -483.5% | +67.7% |
| 5Y | +125.1% | +506.7% | -381.7% | +68.6% |
| 10Y | +198.6% | +1,438.7% | -1,240.1% | +98.7% |
| All | +198.6% | +1,400.2% | -1,201.6% | +98.7% |
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 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