+340.5%
JCI vs PTEN
-15.6%
+356.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.7% | +3.5% | -2.7% | +0.2% |
| 30D | -4.4% | +17.5% | -22.0% | -6.9% |
| 3M | +1.7% | +12.7% | -11.1% | -0.9% |
| 6M | +8.8% | +33.1% | -24.3% | +2.4% |
| YTD | +22.6% | +116.4% | -93.8% | +6.5% |
| 1Y | +36.2% | +141.2% | -105.0% | +15.5% |
| 3Y | +168.0% | -3.8% | +171.8% | +155.1% |
| 5Y | +113.5% | +92.7% | +20.7% | +73.6% |
| All | +340.5% | -15.6% | +356.1% | +223.9% |
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