+4,166.4%
FFIV vs PTEN
+239.1%
+3,927.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.5% |
| 7D | -4.2% | -14.5% | +10.3% | -1.3% |
| 30D | -33.9% | -11.1% | -22.7% | -32.7% |
| 3M | -22.6% | -7.8% | -14.8% | -22.0% |
| 6M | -10.4% | -10.5% | +0.1% | -10.0% |
| YTD | +24.3% | +69.3% | -45.0% | +9.1% |
| 1Y | +31.8% | +70.5% | -38.7% | +15.2% |
| 3Y | +99.5% | -7.1% | +106.6% | +89.4% |
| 5Y | +40.7% | +29.1% | +11.6% | +16.1% |
| 10Y | +126.9% | -44.5% | +171.4% | +76.7% |
| All | +4,166.4% | +239.1% | +3,927.2% | +1,790.6% |
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