+5,150.0%
FFIV vs PTEN
+319.1%
+4,830.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -5.1% | +31.2% | -36.3% | -10.3% |
| 3M | -4.5% | +2.0% | -6.5% | -5.8% |
| 6M | +36.5% | +42.4% | -5.9% | +25.2% |
| YTD | +53.0% | +109.2% | -56.2% | +29.6% |
| 1Y | +24.2% | +122.3% | -98.1% | +3.4% |
| 3Y | +137.2% | -5.6% | +142.8% | +125.1% |
| 5Y | +91.8% | +86.5% | +5.3% | +46.8% |
| 10Y | +215.2% | -22.1% | +237.3% | +128.3% |
| All | +5,150.0% | +319.1% | +4,830.9% | +2,146.4% |
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 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