+27.7%
JCI vs PTEN
+79.8%
-52.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.4% | +3.1% | -6.0% |
| 7D | -10.7% | -15.5% | +4.8% | -10.4% |
| 30D | -10.4% | -7.8% | -2.6% | -10.1% |
| 3M | -8.3% | +6.4% | -14.7% | -8.0% |
| 6M | -2.1% | -11.9% | +9.7% | -2.1% |
| YTD | +18.4% | +79.4% | -61.0% | +12.2% |
| 1Y | +27.7% | +84.9% | -57.3% | +20.8% |
| All | +27.7% | +79.8% | -52.2% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling