+57.0%
CPAY vs PTEN
+87.9%
-30.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.0% | +3.5% | -5.4% | -2.6% |
| 30D | -0.4% | +17.5% | -17.9% | -3.8% |
| 3M | +16.4% | +12.7% | +3.6% | +12.4% |
| 6M | +23.5% | +33.1% | -9.6% | +13.3% |
| YTD | +35.7% | +116.4% | -80.8% | +10.6% |
| 1Y | +30.2% | +141.2% | -111.0% | +2.6% |
| 3Y | +49.7% | -3.8% | +53.5% | +38.4% |
| All | +57.0% | +87.9% | -30.9% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling