+2,415.1%
JCI vs PTEN
+1,889.0%
+526.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -5.7% | +31.2% | -36.9% | -9.7% |
| 3M | -1.4% | +2.0% | -3.4% | -2.5% |
| 6M | +4.1% | +42.4% | -38.3% | -2.8% |
| YTD | +21.7% | +109.2% | -87.5% | +7.1% |
| 1Y | +36.1% | +122.3% | -86.2% | +18.0% |
| 3Y | +154.4% | -5.6% | +160.0% | +144.1% |
| 5Y | +112.0% | +86.5% | +25.5% | +75.2% |
| 10Y | +322.2% | -22.1% | +344.4% | +238.0% |
| All | +2,415.1% | +1,889.0% | +526.2% | +1,328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling