-11.1%
CHRW vs PTEN
+79.8%
-91.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | -0.1% |
| 7D | +4.9% | -15.5% | +20.4% | +4.1% |
| 30D | -4.8% | -7.8% | +3.0% | -5.4% |
| 3M | -13.1% | +6.4% | -19.5% | -13.9% |
| 6M | -16.3% | -11.9% | -4.5% | -16.1% |
| YTD | -15.8% | +79.4% | -95.2% | -23.1% |
| 1Y | -11.1% | +84.9% | -96.1% | -18.8% |
| All | -11.1% | +79.8% | -91.0% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling