+843.8%
PM vs CIEN
+776.4%
+67.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -2.3% |
| 7D | -5.2% | -24.1% | +18.9% | -3.1% |
| 30D | +2.7% | -45.5% | +48.2% | +7.8% |
| 3M | +6.1% | -39.7% | +45.8% | +9.8% |
| 6M | +18.0% | -57.8% | +75.8% | +25.3% |
| YTD | +26.6% | +4.1% | +22.5% | +20.7% |
| 1Y | +36.7% | +20.8% | +15.9% | +27.7% |
| 3Y | +146.0% | +463.1% | -317.1% | +85.3% |
| 5Y | +164.1% | +302.3% | -138.2% | +104.0% |
| 10Y | +238.8% | +1,164.4% | -925.6% | +120.9% |
| All | +843.8% | +776.4% | +67.3% | +408.4% |
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 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