+516.3%
MDLZ vs PTEN
+16.1%
+500.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.3% |
| 7D | +2.3% | +10.6% | -8.3% | +1.5% |
| 30D | +7.9% | -4.9% | +12.9% | +8.1% |
| 3M | +7.3% | +1.4% | +5.8% | +6.8% |
| 6M | +11.7% | -7.0% | +18.7% | +11.5% |
| YTD | +28.7% | +84.8% | -56.0% | +21.2% |
| 1Y | +22.8% | +95.7% | -72.9% | +14.9% |
| 3Y | +6.6% | +2.0% | +4.6% | +3.0% |
| 5Y | +23.2% | +48.0% | -24.8% | +11.5% |
| 10Y | +108.7% | -38.3% | +147.1% | +83.5% |
| All | +516.3% | +16.1% | +500.1% | +364.3% |
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