+4,339.7%
CHRW vs PTEN
+38.4%
+4,301.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.4% |
| 7D | +1.9% | -1.0% | +3.0% | +2.0% |
| 30D | +0.9% | +29.3% | -28.4% | -2.7% |
| 3M | -19.9% | +7.2% | -27.1% | -21.2% |
| 6M | -15.8% | +43.5% | -59.3% | -20.9% |
| YTD | -5.6% | +113.2% | -118.8% | -15.9% |
| 1Y | +21.0% | +135.1% | -114.0% | +5.8% |
| 3Y | +86.0% | -4.8% | +90.9% | +78.5% |
| 5Y | +88.6% | +94.6% | -6.0% | +57.7% |
| 10Y | +169.3% | -24.2% | +193.5% | +120.3% |
| All | +4,339.7% | +38.4% | +4,301.2% | +2,780.0% |
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