+1,769.5%
CVS vs PTEN
+1,927.4%
-157.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +0.4% | +29.3% | -28.9% | -2.3% |
| 3M | -0.4% | +7.2% | -7.7% | -1.5% |
| 6M | +25.1% | +43.5% | -18.4% | +19.8% |
| YTD | +23.9% | +113.2% | -89.4% | +13.8% |
| 1Y | +41.1% | +135.1% | -94.0% | +27.9% |
| 3Y | +63.6% | -4.8% | +68.5% | +58.8% |
| 5Y | +31.5% | +94.6% | -63.1% | +15.4% |
| 10Y | +40.5% | -24.2% | +64.7% | +21.0% |
| All | +1,769.5% | +1,927.4% | -157.9% | +1,117.3% |
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 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