+129.9%
CHRW vs PTEN
-38.4%
+168.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.2% |
| 7D | +7.3% | +10.6% | -3.3% | +6.3% |
| 30D | -3.6% | -4.9% | +1.4% | -3.4% |
| 3M | -9.6% | +1.4% | -11.0% | -10.2% |
| 6M | -17.0% | -7.0% | -10.0% | -17.2% |
| YTD | -15.4% | +84.8% | -100.2% | -21.7% |
| 1Y | -10.0% | +95.7% | -105.7% | -17.2% |
| 3Y | +82.2% | +2.0% | +80.2% | +74.6% |
| 5Y | +59.4% | +48.0% | +11.4% | +44.6% |
| All | +129.9% | -38.4% | +168.4% | +110.7% |
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