+763.1%
PM vs CIEN
+1,055.9%
-292.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -4.9% | -15.2% | +10.3% | -3.5% |
| 30D | -3.4% | -21.5% | +18.1% | -1.4% |
| 3M | +5.2% | -40.1% | +45.2% | +9.5% |
| 6M | +3.7% | -6.6% | +10.3% | +2.0% |
| YTD | +15.8% | +37.3% | -21.5% | +8.7% |
| 1Y | +17.4% | +174.5% | -157.2% | +1.4% |
| 3Y | +116.9% | +562.3% | -445.3% | +63.2% |
| 5Y | +117.3% | +463.9% | -346.6% | +63.9% |
| 10Y | +193.8% | +1,302.4% | -1,108.6% | +92.4% |
| All | +763.1% | +1,055.9% | -292.8% | +358.0% |
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