+826.4%
PM vs CIEN
+879.8%
-53.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -6.6% | -9.3% | +2.7% | -6.0% |
| 30D | -3.4% | -39.5% | +36.1% | +0.4% |
| 3M | +5.3% | -29.8% | +35.1% | +7.4% |
| 6M | +15.5% | -50.4% | +65.9% | +20.8% |
| YTD | +24.3% | +16.3% | +7.9% | +17.2% |
| 1Y | +29.7% | +30.4% | -0.7% | +20.4% |
| 3Y | +144.9% | +516.6% | -371.7% | +83.0% |
| 5Y | +159.0% | +349.8% | -190.7% | +98.0% |
| 10Y | +250.9% | +1,184.7% | -933.8% | +129.0% |
| All | +826.4% | +879.8% | -53.4% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling