+29.4%
FFIV vs PTEN
+90.8%
-61.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.9% |
| 7D | -0.5% | +10.6% | -11.1% | -1.5% |
| 30D | -32.4% | -4.9% | -27.5% | -32.3% |
| 3M | -25.7% | +1.4% | -27.1% | -26.3% |
| 6M | -13.5% | -7.0% | -6.5% | -12.6% |
| YTD | +21.1% | +84.8% | -63.7% | +9.2% |
| 1Y | +29.4% | +95.7% | -66.3% | +15.9% |
| All | +29.4% | +90.8% | -61.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling