+317.2%
ADP vs PTEN
-40.1%
+357.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +0.3% | +7.2% | -7.0% | -0.5% |
| 30D | +11.6% | -7.4% | +19.0% | +12.1% |
| 3M | +15.1% | -2.4% | +17.5% | +14.7% |
| 6M | +46.0% | -10.0% | +56.1% | +46.2% |
| YTD | +22.4% | +79.7% | -57.3% | +12.9% |
| 1Y | +24.5% | +86.5% | -62.0% | +14.3% |
| 3Y | +44.8% | -1.4% | +46.2% | +38.9% |
| 5Y | +49.1% | +43.9% | +5.2% | +32.4% |
| All | +317.2% | -40.1% | +357.3% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling