+2,987.9%
NKE vs PTEN
+1,965.8%
+1,022.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | +2.8% | -8.3% | -5.8% |
| 30D | -10.4% | +17.6% | -28.0% | -12.2% |
| 3M | -15.8% | +8.2% | -24.0% | -17.1% |
| 6M | -33.4% | +38.1% | -71.5% | -36.6% |
| YTD | -41.0% | +117.3% | -158.3% | -46.8% |
| 1Y | -49.1% | +146.1% | -195.1% | -54.9% |
| 3Y | -59.8% | -3.0% | -56.8% | -61.3% |
| 5Y | -75.5% | +93.5% | -168.9% | -78.9% |
| 10Y | -23.5% | -16.8% | -6.7% | -36.4% |
| All | +2,987.9% | +1,965.8% | +1,022.1% | +1,592.6% |
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