+93.0%
CHRW vs PTEN
+94.7%
-1.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +4.1% | -1.7% | +5.7% | +4.2% |
| 30D | +1.9% | +18.6% | -16.7% | -0.2% |
| 3M | -21.2% | +12.5% | -33.6% | -22.6% |
| 6M | -16.7% | +41.9% | -58.5% | -21.2% |
| YTD | -5.4% | +117.8% | -123.2% | -15.4% |
| 1Y | +21.2% | +145.3% | -124.1% | +6.0% |
| 3Y | +86.5% | -2.8% | +89.3% | +79.1% |
| 5Y | +93.0% | +93.4% | -0.4% | +69.6% |
| All | +93.0% | +94.7% | -1.6% | +69.6% |
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