+753.4%
BBWI vs PTEN
+1,927.4%
-1,174.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.1% | -3.5% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | -6.2% | +29.3% | -35.5% | -10.6% |
| 3M | +4.3% | +7.2% | -2.9% | +1.8% |
| 6M | -7.2% | +43.5% | -50.7% | -15.2% |
| YTD | -3.0% | +113.2% | -116.3% | -17.8% |
| 1Y | -30.8% | +135.1% | -165.8% | -42.5% |
| 3Y | -43.4% | -4.8% | -38.6% | -46.2% |
| 5Y | -66.7% | +94.6% | -161.3% | -73.4% |
| 10Y | -55.7% | -24.2% | -31.5% | -65.2% |
| All | +753.4% | +1,927.4% | -1,174.0% | +363.3% |
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 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