+590.9%
JPM vs PTEN
-15.6%
+606.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.7% | +3.5% | -4.1% | -1.3% |
| 30D | -2.5% | +17.5% | -20.0% | -5.7% |
| 3M | +14.1% | +12.7% | +1.4% | +10.4% |
| 6M | +25.1% | +33.1% | -8.0% | +15.7% |
| YTD | +12.1% | +116.4% | -104.3% | -6.7% |
| 1Y | +18.8% | +141.2% | -122.4% | -4.1% |
| 3Y | +163.4% | -3.8% | +167.2% | +147.4% |
| 5Y | +156.5% | +92.7% | +63.8% | +92.2% |
| All | +590.9% | -15.6% | +606.5% | +356.9% |
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