+10,641.1%
CSCO vs PTEN
+1,568.7%
+9,072.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -12.6% | -8.0% | -4.6% | -11.8% |
| 3M | -16.0% | -5.0% | -11.0% | -15.7% |
| 6M | +2.8% | -10.6% | +13.5% | +3.5% |
| YTD | +33.2% | +75.5% | -42.3% | +21.0% |
| 1Y | +43.1% | +70.2% | -27.1% | +30.4% |
| 3Y | +106.7% | -3.7% | +110.4% | +98.0% |
| 5Y | +103.6% | +34.9% | +68.6% | +77.0% |
| 10Y | +330.5% | -41.4% | +371.9% | +258.4% |
| All | +10,641.1% | +1,568.7% | +9,072.5% | +4,824.6% |
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 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