-56.2%
BBWI vs PTEN
-15.6%
-40.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.6% |
| 30D | +3.5% | +17.5% | -14.1% | -0.5% |
| 3M | -0.3% | +12.7% | -13.0% | -4.5% |
| 6M | -5.4% | +33.1% | -38.5% | -14.7% |
| YTD | -4.7% | +116.4% | -121.2% | -24.5% |
| 1Y | -30.5% | +141.2% | -171.6% | -46.6% |
| 3Y | -44.3% | -3.8% | -40.5% | -48.6% |
| 5Y | -66.9% | +92.7% | -159.6% | -76.1% |
| All | -56.2% | -15.6% | -40.6% | -72.3% |
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