+10,095.3%
CSCO vs PTEN
+1,656.8%
+8,438.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.8% | -9.1% | -6.6% |
| 7D | +1.9% | +10.6% | -8.7% | +0.4% |
| 30D | -15.8% | -4.9% | -10.9% | -15.4% |
| 3M | -15.4% | +1.4% | -16.8% | -16.0% |
| 6M | -5.4% | -7.0% | +1.6% | -5.4% |
| YTD | +26.5% | +84.8% | -58.3% | +14.0% |
| 1Y | +25.9% | +95.7% | -69.8% | +12.5% |
| 3Y | +97.5% | +2.0% | +95.6% | +87.6% |
| 5Y | +93.0% | +48.0% | +45.1% | +65.6% |
| 10Y | +308.6% | -38.3% | +347.0% | +237.6% |
| All | +10,095.3% | +1,656.8% | +8,438.6% | +4,538.8% |
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