+554.2%
GLW vs PTEN
-40.1%
+594.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | +15.5% | +7.2% | +8.3% | +14.2% |
| 30D | -19.6% | -7.4% | -12.2% | -18.6% |
| 3M | -28.5% | -2.4% | -26.1% | -28.4% |
| 6M | -39.5% | -10.0% | -29.5% | -39.0% |
| YTD | +37.2% | +79.7% | -42.5% | +21.3% |
| 1Y | +35.4% | +86.5% | -51.1% | +18.9% |
| 3Y | +359.7% | -1.4% | +361.1% | +334.7% |
| 5Y | +244.0% | +43.9% | +200.1% | +188.5% |
| All | +554.2% | -40.1% | +594.3% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling