+126.9%
GWRE vs PTEN
-15.6%
+142.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -13.2% | +3.5% | -16.7% | -13.5% |
| 30D | -18.6% | +17.5% | -36.1% | -19.9% |
| 3M | +18.9% | +12.7% | +6.2% | +17.0% |
| 6M | -11.0% | +33.1% | -44.0% | -13.9% |
| YTD | -29.9% | +116.4% | -146.3% | -35.5% |
| 1Y | -44.3% | +141.2% | -185.5% | -49.6% |
| 3Y | +51.7% | -3.8% | +55.5% | +47.2% |
| 5Y | +15.4% | +92.7% | -77.3% | +2.2% |
| All | +126.9% | -15.6% | +142.5% | +88.7% |
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