+154.6%
JPM vs PTEN
+89.3%
+65.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.3% | +2.8% | -5.1% | -2.8% |
| 30D | -2.3% | +17.6% | -19.9% | -4.9% |
| 3M | +14.9% | +8.2% | +6.7% | +12.8% |
| 6M | +23.6% | +38.1% | -14.5% | +15.5% |
| YTD | +11.3% | +117.3% | -106.0% | -4.2% |
| 1Y | +19.9% | +146.1% | -126.2% | +0.2% |
| 3Y | +162.6% | -3.0% | +165.6% | +147.8% |
| 5Y | +154.6% | +93.5% | +61.2% | +101.4% |
| All | +154.6% | +89.3% | +65.3% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling