+128.7%
PM vs CIEN
+500.1%
-371.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -1.2% | -4.6% | +3.4% | -1.2% |
| 30D | -0.2% | -12.8% | +12.7% | -0.1% |
| 3M | +4.9% | -23.1% | +28.0% | +5.1% |
| 6M | +9.0% | +6.1% | +2.9% | +8.0% |
| YTD | +17.8% | +44.5% | -26.7% | +15.6% |
| 1Y | +16.8% | +176.6% | -159.8% | +11.5% |
| 3Y | +125.4% | +601.0% | -475.5% | +95.4% |
| 5Y | +128.7% | +509.1% | -380.4% | +99.4% |
| All | +128.7% | +500.1% | -371.5% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling