+11.9%
COST vs PTEN
+79.8%
-67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.4% | +12.0% | +2.5% |
| 7D | +6.6% | -15.5% | +22.1% | +6.3% |
| 30D | +13.5% | -7.8% | +21.3% | +13.1% |
| 3M | +10.6% | +6.4% | +4.2% | +9.7% |
| 6M | +3.6% | -11.9% | +15.5% | +3.5% |
| YTD | +22.1% | +79.4% | -57.3% | +19.7% |
| 1Y | +11.9% | +84.9% | -73.0% | +9.4% |
| All | +11.9% | +79.8% | -67.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling