+246.7%
FFIV vs PTEN
-15.6%
+262.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +5.4% | +3.5% | +2.0% | +5.0% |
| 30D | -2.7% | +17.5% | -20.2% | -4.8% |
| 3M | +4.5% | +12.7% | -8.2% | +2.4% |
| 6M | +42.2% | +33.1% | +9.1% | +35.8% |
| YTD | +61.3% | +116.4% | -55.1% | +44.4% |
| 1Y | +23.0% | +141.2% | -118.1% | +8.3% |
| 3Y | +156.3% | -3.8% | +160.1% | +146.3% |
| 5Y | +102.9% | +92.7% | +10.1% | +73.2% |
| All | +246.7% | -15.6% | +262.3% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling