-67.5%
BBWI vs PTEN
+49.0%
-116.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.0% |
| 7D | +0.1% | +10.6% | -10.4% | -1.6% |
| 30D | +12.9% | -4.9% | +17.8% | +13.1% |
| 3M | +16.0% | +1.4% | +14.6% | +14.5% |
| 6M | +16.6% | -7.0% | +23.6% | +15.5% |
| YTD | +9.7% | +84.8% | -75.0% | -10.0% |
| 1Y | +1.5% | +95.7% | -94.2% | -17.9% |
| 3Y | -21.4% | +2.0% | -23.3% | -29.9% |
| All | -67.5% | +49.0% | -116.5% | -72.9% |
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 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