+454.2%
MDLZ vs PTEN
+31.5%
+422.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -2.1% | +31.2% | -33.3% | -4.3% |
| 3M | +1.3% | +2.0% | -0.7% | +0.8% |
| 6M | +6.2% | +42.4% | -36.2% | +2.5% |
| YTD | +15.8% | +109.2% | -93.4% | +8.2% |
| 1Y | +4.1% | +122.3% | -118.2% | -3.4% |
| 3Y | -4.1% | -5.6% | +1.5% | -6.5% |
| 5Y | +13.4% | +86.5% | -73.1% | +0.6% |
| 10Y | +75.7% | -22.1% | +97.9% | +51.3% |
| All | +454.2% | +31.5% | +422.8% | +314.8% |
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