+4,851.8%
ADP vs PTEN
+1,889.0%
+2,962.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +2.8% | +31.2% | -28.4% | -0.4% |
| 3M | +20.9% | +2.0% | +18.9% | +19.9% |
| 6M | +29.9% | +42.4% | -12.5% | +23.8% |
| YTD | +9.6% | +109.2% | -99.6% | 0.0% |
| 1Y | -5.3% | +122.3% | -127.6% | -14.6% |
| 3Y | +16.5% | -5.6% | +22.0% | +12.6% |
| 5Y | +49.4% | +86.5% | -37.1% | +29.2% |
| 10Y | +282.2% | -22.1% | +304.3% | +219.5% |
| All | +4,851.8% | +1,889.0% | +2,962.8% | +2,982.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling