+3,917.8%
CSX vs PTEN
+1,889.0%
+2,028.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | +7.2% | +2.0% | +5.1% | +5.9% |
| 6M | +16.2% | +42.4% | -26.2% | +8.1% |
| YTD | +37.5% | +109.2% | -71.6% | +20.1% |
| 1Y | +53.2% | +122.3% | -69.1% | +31.7% |
| 3Y | +68.2% | -5.6% | +73.8% | +60.4% |
| 5Y | +65.2% | +86.5% | -21.3% | +34.2% |
| 10Y | +504.1% | -22.1% | +526.3% | +374.2% |
| All | +3,917.8% | +1,889.0% | +2,028.8% | +2,329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling