+97.2%
AMCR vs PTEN
+11.6%
+85.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -2.9% |
| 7D | -6.3% | -1.7% | -4.6% | -6.2% |
| 30D | -7.1% | +18.6% | -25.7% | -8.3% |
| 3M | +12.7% | +12.5% | +0.2% | +11.3% |
| 6M | +5.2% | +41.9% | -36.7% | +1.2% |
| YTD | +8.1% | +117.8% | -109.7% | +0.2% |
| 1Y | +11.7% | +145.3% | -133.6% | +2.2% |
| 3Y | +9.9% | -2.8% | +12.7% | +6.6% |
| 5Y | -8.7% | +93.4% | -102.1% | -17.9% |
| 10Y | +16.8% | -16.6% | +33.4% | -4.8% |
| All | +97.2% | +11.6% | +85.6% | +58.9% |
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