+5,399.4%
ADP vs PTEN
+1,568.7%
+3,830.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +11.9% | -8.0% | +19.9% | +12.5% |
| 3M | +13.7% | -5.0% | +18.8% | +13.7% |
| 6M | +46.8% | -10.6% | +57.4% | +47.0% |
| YTD | +21.8% | +75.5% | -53.7% | +12.7% |
| 1Y | +23.5% | +70.2% | -46.6% | +14.6% |
| 3Y | +44.1% | -3.7% | +47.8% | +38.6% |
| 5Y | +49.9% | +34.9% | +14.9% | +34.2% |
| 10Y | +318.8% | -41.4% | +360.2% | +260.3% |
| All | +5,399.4% | +1,568.7% | +3,830.7% | +3,374.5% |
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