+122.5%
PM vs CIEN
+562.0%
-439.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.9% |
| 7D | -4.9% | -15.2% | +10.3% | -5.4% |
| 30D | -3.4% | -21.5% | +18.1% | -4.1% |
| 3M | +5.2% | -40.1% | +45.2% | +4.3% |
| 6M | +3.7% | -6.6% | +10.3% | +3.7% |
| YTD | +15.8% | +37.3% | -21.5% | +17.1% |
| 1Y | +17.4% | +174.5% | -157.2% | +20.1% |
| All | +122.5% | +562.0% | -439.5% | +117.7% |
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 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