+18.0%
PM vs CIEN
-56.8%
+74.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -1.3% |
| 7D | -5.2% | -24.1% | +18.9% | -7.5% |
| 30D | +2.7% | -45.5% | +48.2% | -2.9% |
| 3M | +6.1% | -39.7% | +45.8% | +1.6% |
| 6M | +18.0% | -57.8% | +75.8% | +14.9% |
| All | +18.0% | -56.8% | +74.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling