+99.1%
FFIV vs PTEN
+94.7%
+4.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.7% | +3.5% |
| 7D | +3.5% | -1.7% | +5.1% | +3.7% |
| 30D | -1.3% | +18.6% | -19.9% | -3.8% |
| 3M | +2.4% | +12.5% | -10.1% | +0.1% |
| 6M | +41.8% | +41.9% | 0.0% | +33.3% |
| YTD | +58.5% | +117.8% | -59.3% | +39.6% |
| 1Y | +24.3% | +145.3% | -121.0% | +7.2% |
| 3Y | +152.0% | -2.8% | +154.8% | +137.3% |
| 5Y | +99.1% | +93.4% | +5.7% | +69.2% |
| All | +99.1% | +94.7% | +4.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling