+1,399.0%
CPAY vs PTEN
-20.2%
+1,419.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.3% |
| 30D | +0.6% | +17.6% | -17.0% | -3.1% |
| 3M | +17.0% | +8.2% | +8.9% | +13.7% |
| 6M | +24.1% | +38.1% | -14.0% | +12.9% |
| YTD | +35.7% | +117.3% | -81.5% | +11.5% |
| 1Y | +34.0% | +146.1% | -112.1% | +6.3% |
| 3Y | +50.3% | -3.0% | +53.3% | +40.6% |
| 5Y | +56.7% | +93.5% | -36.8% | +18.6% |
| 10Y | +153.9% | -16.8% | +170.7% | +78.4% |
| All | +1,399.0% | -20.2% | +1,419.2% | +931.1% |
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