+8.1%
HD vs PTEN
+25.5%
-17.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +5.2% | -14.5% | +19.7% | +5.9% |
| 30D | +20.7% | -11.1% | +31.9% | +21.1% |
| 3M | +0.8% | -7.8% | +8.6% | +0.8% |
| 6M | +12.2% | -10.5% | +22.7% | +12.0% |
| YTD | +4.2% | +69.3% | -65.1% | -3.2% |
| 1Y | -2.6% | +70.5% | -73.1% | -9.7% |
| 3Y | +30.0% | -7.1% | +37.1% | +25.3% |
| 5Y | +8.1% | +29.1% | -21.0% | +2.7% |
| All | +8.1% | +25.5% | -17.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling