+40.8%
FFIV vs PTEN
+29.1%
+11.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.4% |
| 7D | -4.2% | -14.5% | +10.3% | -2.1% |
| 30D | -33.9% | -11.1% | -22.7% | -33.0% |
| 3M | -22.6% | -7.8% | -14.8% | -22.2% |
| 6M | -10.4% | -10.5% | +0.1% | -10.0% |
| YTD | +24.3% | +69.3% | -45.0% | +12.4% |
| 1Y | +31.8% | +70.5% | -38.7% | +18.8% |
| 3Y | +99.5% | -7.1% | +106.6% | +89.7% |
| All | +40.8% | +29.1% | +11.6% | +25.4% |
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