+98.6%
DOCU vs PTEN
-42.2%
+140.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.5% |
| 7D | -3.2% | -21.6% | +18.4% | -1.5% |
| 30D | +15.7% | -12.8% | +28.5% | +16.7% |
| 3M | +37.3% | +5.1% | +32.1% | +36.2% |
| 6M | +63.1% | -18.5% | +81.6% | +64.7% |
| YTD | +15.4% | +67.6% | -52.2% | +9.1% |
| 1Y | +11.3% | +71.1% | -59.7% | +4.9% |
| 3Y | +92.1% | -12.6% | +104.6% | +87.5% |
| 5Y | -70.5% | +24.0% | -94.5% | -71.8% |
| All | +98.6% | -42.2% | +140.8% | +93.8% |
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