+72.3%
MSFT vs PTEN
+94.7%
-22.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -1.0% | -1.7% | +0.6% | -0.9% |
| 30D | -2.7% | +18.6% | -21.3% | -4.0% |
| 3M | +22.1% | +12.5% | +9.7% | +20.6% |
| 6M | +20.6% | +41.9% | -21.3% | +16.6% |
| YTD | +2.3% | +117.8% | -115.5% | -4.7% |
| 1Y | -0.5% | +145.3% | -145.9% | -8.7% |
| 3Y | +50.5% | -2.8% | +53.3% | +45.7% |
| 5Y | +72.3% | +93.4% | -21.1% | +59.5% |
| All | +72.3% | +94.7% | -22.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling