+409.0%
CSX vs PTEN
-44.3%
+453.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | +0.7% | -14.5% | +15.2% | +3.0% |
| 30D | +8.1% | -11.1% | +19.2% | +9.6% |
| 3M | +2.2% | -7.8% | +10.0% | +2.7% |
| 6M | +14.6% | -10.5% | +25.1% | +14.8% |
| YTD | +42.2% | +69.3% | -27.1% | +27.2% |
| 1Y | +47.3% | +70.5% | -23.2% | +31.4% |
| 3Y | +73.5% | -7.1% | +80.6% | +65.0% |
| 5Y | +54.1% | +29.1% | +25.0% | +31.6% |
| 10Y | +409.0% | -44.5% | +453.5% | +292.3% |
| All | +409.0% | -44.3% | +453.3% | +292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling