+67.8%
CSX vs PTEN
+90.4%
-22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | +31.2% | -34.3% | -6.6% |
| 3M | +7.2% | +2.0% | +5.1% | +6.3% |
| 6M | +16.2% | +42.4% | -26.2% | +9.1% |
| YTD | +37.5% | +109.2% | -71.6% | +21.9% |
| 1Y | +53.2% | +122.3% | -69.1% | +33.8% |
| 3Y | +68.2% | -5.6% | +73.8% | +60.9% |
| All | +67.8% | +90.4% | -22.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling