+1,367.0%
PAYC vs PTEN
-47.8%
+1,414.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | -7.9% | -1.0% | -6.9% | -7.8% |
| 30D | +2.1% | +29.3% | -27.2% | -2.6% |
| 3M | +61.8% | +7.2% | +54.5% | +58.4% |
| 6M | +59.9% | +43.5% | +16.4% | +47.9% |
| YTD | +38.5% | +113.2% | -74.7% | +19.0% |
| 1Y | -1.4% | +135.1% | -136.4% | -17.2% |
| 3Y | -21.0% | -4.8% | -16.2% | -24.9% |
| 5Y | -52.9% | +94.6% | -147.5% | -62.7% |
| 10Y | +332.8% | -24.2% | +357.0% | +203.2% |
| All | +1,367.0% | -47.8% | +1,414.8% | +957.9% |
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