+414.9%
CSX vs PTEN
-38.4%
+453.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | +6.0% | +10.6% | -4.6% | +4.3% |
| 30D | +7.8% | -4.9% | +12.7% | +8.2% |
| 3M | +4.1% | +1.4% | +2.6% | +3.1% |
| 6M | +17.9% | -7.0% | +24.9% | +17.5% |
| YTD | +44.9% | +84.8% | -39.9% | +27.9% |
| 1Y | +51.1% | +95.7% | -44.5% | +32.0% |
| 3Y | +78.3% | +2.0% | +76.3% | +67.1% |
| 5Y | +58.1% | +48.0% | +10.1% | +32.1% |
| All | +414.9% | -38.4% | +453.3% | +293.8% |
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 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