+508.6%
MDLZ vs PTEN
+10.3%
+498.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | +7.9% | -8.0% | +16.0% | +8.4% |
| 3M | +8.9% | -5.0% | +14.0% | +9.0% |
| 6M | +10.5% | -10.6% | +21.1% | +10.6% |
| YTD | +27.1% | +75.5% | -48.4% | +20.1% |
| 1Y | +20.9% | +70.2% | -49.2% | +14.4% |
| 3Y | +5.5% | -3.7% | +9.2% | +2.4% |
| 5Y | +22.2% | +34.9% | -12.7% | +11.5% |
| 10Y | +106.1% | -41.4% | +147.6% | +82.0% |
| All | +508.6% | +10.3% | +498.3% | +360.3% |
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