+163.5%
CIEN vs PTEN
+363.6%
-200.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | -17.2% | +29.3% | -46.5% | -22.3% |
| 3M | -26.9% | +7.2% | -34.1% | -28.7% |
| 6M | +16.0% | +43.5% | -27.5% | +4.2% |
| YTD | +45.9% | +113.2% | -67.3% | +18.6% |
| 1Y | +186.8% | +135.1% | +51.7% | +126.3% |
| 3Y | +607.8% | -4.8% | +612.6% | +565.2% |
| 5Y | +506.7% | +94.6% | +412.1% | +341.2% |
| 10Y | +1,438.7% | -24.2% | +1,462.9% | +957.4% |
| All | +163.5% | +363.6% | -200.1% | -10.7% |
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 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