+6,614.0%
JPM vs PTEN
+1,970.6%
+4,643.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -0.4% | -1.7% | +1.2% | -0.2% |
| 30D | -1.4% | +18.6% | -20.0% | -4.7% |
| 3M | +13.9% | +12.5% | +1.5% | +10.4% |
| 6M | +23.5% | +41.9% | -18.3% | +13.5% |
| YTD | +11.6% | +117.8% | -106.1% | -5.7% |
| 1Y | +21.4% | +145.3% | -124.0% | -0.5% |
| 3Y | +163.4% | -2.8% | +166.3% | +148.2% |
| 5Y | +152.5% | +93.4% | +59.1% | +96.5% |
| 10Y | +592.1% | -16.6% | +608.7% | +420.2% |
| All | +6,614.0% | +1,970.6% | +4,643.3% | +3,550.0% |
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