+50.0%
CSX vs PTEN
+77.0%
-27.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.0% |
| 7D | +3.1% | +7.2% | -4.1% | +3.1% |
| 30D | +9.7% | -7.4% | +17.1% | +9.6% |
| 3M | +4.9% | -2.4% | +7.3% | +4.8% |
| 6M | +18.4% | -10.0% | +28.4% | +18.6% |
| YTD | +45.9% | +79.7% | -33.8% | +29.7% |
| 1Y | +50.0% | +86.5% | -36.5% | +31.5% |
| All | +50.0% | +77.0% | -27.0% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling