+45.0%
ADP vs PTEN
+94.7%
-49.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | -5.7% | -1.7% | -4.0% | -5.6% |
| 30D | -3.1% | +18.6% | -21.7% | -4.7% |
| 3M | +15.6% | +12.5% | +3.1% | +14.0% |
| 6M | +20.8% | +41.9% | -21.1% | +16.2% |
| YTD | +4.7% | +117.8% | -113.0% | -3.6% |
| 1Y | -8.3% | +145.3% | -153.6% | -17.0% |
| 3Y | +13.6% | -2.8% | +16.4% | +10.4% |
| 5Y | +45.0% | +93.4% | -48.4% | +33.2% |
| All | +45.0% | +94.7% | -49.6% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling