+102.7%
CSCO vs PTEN
-5.9%
+108.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -4.7% | -14.5% | +9.8% | -2.7% |
| 30D | -17.1% | -11.1% | -6.0% | -15.9% |
| 3M | -19.6% | -7.8% | -11.8% | -19.0% |
| 6M | +2.4% | -10.5% | +12.9% | +3.2% |
| YTD | +29.8% | +69.3% | -39.5% | +18.5% |
| 1Y | +38.7% | +70.5% | -31.9% | +26.2% |
| All | +102.7% | -5.9% | +108.6% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling