+116.6%
CIEN vs PTEN
+301.7%
-185.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.2% |
| 7D | +15.3% | +10.6% | +4.7% | +12.6% |
| 30D | -22.0% | -4.9% | -17.0% | -20.9% |
| 3M | -36.6% | +1.4% | -38.1% | -36.9% |
| 6M | -51.5% | -7.0% | -44.4% | -51.2% |
| YTD | +20.0% | +84.8% | -64.8% | +0.8% |
| 1Y | +44.5% | +95.7% | -51.2% | +19.5% |
| 3Y | +539.0% | +2.0% | +537.1% | +493.6% |
| 5Y | +356.8% | +48.0% | +308.9% | +257.4% |
| 10Y | +1,190.4% | -38.3% | +1,228.8% | +838.5% |
| All | +116.6% | +301.7% | -185.1% | -24.0% |
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