+142.7%
FFIV vs PTEN
-1.7%
+144.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | -2.7% | +29.3% | -31.9% | -7.5% |
| 3M | -1.7% | +7.2% | -8.9% | -3.5% |
| 6M | +36.1% | +43.5% | -7.4% | +25.1% |
| YTD | +52.6% | +113.2% | -60.6% | +28.9% |
| 1Y | +21.5% | +135.1% | -113.6% | 0.0% |
| 3Y | +142.7% | -4.8% | +147.5% | +124.3% |
| All | +142.7% | -1.7% | +144.4% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling