+4,170.8%
FFIV vs PTEN
+260.1%
+3,910.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +1.9% | +7.2% | -5.3% | +0.5% |
| 30D | -33.3% | -7.4% | -25.9% | -32.7% |
| 3M | -24.9% | -2.4% | -22.5% | -25.2% |
| 6M | -10.5% | -10.0% | -0.5% | -10.2% |
| YTD | +24.4% | +79.7% | -55.3% | +7.9% |
| 1Y | +32.3% | +86.5% | -54.2% | +13.7% |
| 3Y | +99.7% | -1.4% | +101.1% | +87.4% |
| 5Y | +38.4% | +43.9% | -5.5% | +11.8% |
| 10Y | +125.0% | -40.0% | +165.1% | +72.4% |
| All | +4,170.8% | +260.1% | +3,910.7% | +1,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling