+41.5%
CSX vs PTEN
+69.1%
-27.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -5.5% | -25.5% | +20.0% | -5.7% |
| 30D | +4.9% | -11.7% | +16.6% | +4.8% |
| 3M | -2.9% | -0.5% | -2.3% | -3.1% |
| 6M | +8.3% | -12.9% | +21.2% | +8.3% |
| YTD | +36.7% | +67.1% | -30.3% | +25.3% |
| 1Y | +41.5% | +70.5% | -29.0% | +29.3% |
| All | +41.5% | +69.1% | -27.6% | +29.3% |
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 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