+3,877.1%
CHRW vs PTEN
+20.0%
+3,857.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.3% |
| 7D | +7.3% | +10.6% | -3.3% | +5.9% |
| 30D | -3.6% | -4.9% | +1.4% | -3.4% |
| 3M | -9.6% | +1.4% | -11.0% | -10.4% |
| 6M | -17.0% | -7.0% | -10.0% | -17.4% |
| YTD | -15.4% | +84.8% | -100.2% | -23.6% |
| 1Y | -10.0% | +95.7% | -105.7% | -19.5% |
| 3Y | +82.2% | +2.0% | +80.2% | +72.5% |
| 5Y | +59.4% | +48.0% | +11.4% | +37.9% |
| 10Y | +129.7% | -38.3% | +168.1% | +92.8% |
| All | +3,877.1% | +20.0% | +3,857.1% | +2,514.1% |
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