-24.0%
NKE vs PTEN
-15.6%
-8.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | +3.5% | -7.6% | -4.5% |
| 30D | -8.2% | +17.5% | -25.7% | -9.9% |
| 3M | -19.1% | +12.7% | -31.8% | -20.5% |
| 6M | -32.6% | +33.1% | -65.7% | -35.5% |
| YTD | -40.7% | +116.4% | -157.2% | -46.4% |
| 1Y | -48.9% | +141.2% | -190.0% | -54.5% |
| 3Y | -59.2% | -3.8% | -55.4% | -60.9% |
| 5Y | -75.3% | +92.7% | -168.1% | -78.5% |
| All | -24.0% | -15.6% | -8.4% | -35.8% |
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 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