+79.5%
CSX vs PTEN
-0.1%
+79.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | +3.1% | +7.2% | -4.1% | +2.4% |
| 30D | +9.7% | -7.4% | +17.1% | +10.2% |
| 3M | +4.9% | -2.4% | +7.3% | +4.6% |
| 6M | +18.4% | -10.0% | +28.4% | +18.6% |
| YTD | +45.9% | +79.7% | -33.8% | +30.3% |
| 1Y | +50.0% | +86.5% | -36.5% | +33.0% |
| All | +79.5% | -0.1% | +79.5% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling