+19.9%
CHD vs PTEN
+87.9%
-68.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.5% | +3.5% | -7.9% | -4.4% |
| 30D | -6.7% | +17.5% | -24.3% | -6.4% |
| 3M | -2.7% | +12.7% | -15.5% | -2.3% |
| 6M | -4.9% | +33.1% | -38.0% | -4.3% |
| YTD | +13.3% | +116.4% | -103.1% | +14.5% |
| 1Y | +1.0% | +141.2% | -140.2% | +2.2% |
| 3Y | +1.3% | -3.8% | +5.1% | +1.9% |
| All | +19.9% | +87.9% | -68.0% | +25.4% |
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