+50.0%
LULU vs PTEN
-15.6%
+65.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | -18.1% | +17.5% | -35.7% | -19.5% |
| 3M | -18.8% | +12.7% | -31.5% | -20.2% |
| 6M | -39.2% | +33.1% | -72.3% | -41.8% |
| YTD | -52.4% | +116.4% | -168.8% | -57.0% |
| 1Y | -40.3% | +141.2% | -181.5% | -46.9% |
| 3Y | -75.1% | -3.8% | -71.3% | -76.1% |
| 5Y | -76.7% | +92.7% | -169.5% | -79.7% |
| All | +50.0% | -15.6% | +65.6% | +25.1% |
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