+16.9%
JD vs PTEN
-21.6%
+38.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.8% |
| 30D | -19.3% | +18.6% | -37.9% | -21.0% |
| 3M | -6.0% | +12.5% | -18.5% | -7.8% |
| 6M | +1.8% | +41.9% | -40.1% | -3.4% |
| YTD | -2.6% | +117.8% | -120.4% | -12.4% |
| 1Y | -17.4% | +145.3% | -162.8% | -27.1% |
| 3Y | -8.6% | -2.8% | -5.8% | -12.2% |
| 5Y | -61.6% | +93.4% | -155.0% | -66.8% |
| 10Y | +16.9% | -16.6% | +33.4% | +5.9% |
| All | +16.9% | -21.6% | +38.4% | +5.9% |
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