+319.9%
ADP vs PTEN
-38.4%
+358.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.4% |
| 7D | +2.2% | +10.6% | -8.4% | +1.1% |
| 30D | +10.6% | -4.9% | +15.5% | +10.8% |
| 3M | +12.9% | +1.4% | +11.5% | +12.1% |
| 6M | +50.6% | -7.0% | +57.7% | +50.3% |
| YTD | +23.2% | +84.8% | -61.6% | +13.3% |
| 1Y | +25.3% | +95.7% | -70.4% | +14.4% |
| 3Y | +47.1% | +2.0% | +45.2% | +40.7% |
| 5Y | +50.1% | +48.0% | +2.1% | +32.9% |
| All | +319.9% | -38.4% | +358.3% | +236.9% |
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