+278.9%
ADP vs PTEN
-15.6%
+294.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.8% | +3.5% | -6.2% | -3.1% |
| 30D | +0.2% | +17.5% | -17.3% | -1.6% |
| 3M | +20.5% | +12.7% | +7.8% | +18.3% |
| 6M | +28.8% | +33.1% | -4.3% | +23.8% |
| YTD | +6.6% | +116.4% | -109.8% | -3.0% |
| 1Y | -6.9% | +141.2% | -148.1% | -16.7% |
| 3Y | +16.1% | -3.8% | +19.9% | +12.3% |
| 5Y | +49.3% | +92.7% | -43.4% | +28.7% |
| All | +278.9% | -15.6% | +294.5% | +196.1% |
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