+3.1%
HD vs PTEN
-1.7%
+4.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.3% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | -11.1% | +29.3% | -40.4% | -12.0% |
| 3M | +2.0% | +7.2% | -5.2% | +2.0% |
| 6M | -10.5% | +43.5% | -54.0% | -13.5% |
| YTD | -6.9% | +113.2% | -120.1% | -14.3% |
| 1Y | -23.2% | +135.1% | -158.3% | -30.6% |
| 3Y | +3.1% | -4.8% | +7.9% | +0.6% |
| All | +3.1% | -1.7% | +4.8% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling