+137.3%
ETSY vs PTEN
-26.9%
+164.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.5% |
| 7D | -12.9% | -1.7% | -11.2% | -12.7% |
| 30D | -11.5% | +18.6% | -30.0% | -13.2% |
| 3M | +3.5% | +12.5% | -8.9% | +1.4% |
| 6M | +27.6% | +41.9% | -14.2% | +21.0% |
| YTD | +28.4% | +117.8% | -89.4% | +15.4% |
| 1Y | +27.1% | +145.3% | -118.2% | +12.2% |
| 3Y | +6.0% | -2.8% | +8.9% | +1.8% |
| 5Y | -67.1% | +93.4% | -160.5% | -71.5% |
| 10Y | +421.9% | -16.6% | +438.5% | +338.6% |
| All | +137.3% | -26.9% | +164.2% | +65.9% |
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 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