+116.4%
PCAR vs PTEN
+23.8%
+92.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +2.9% | -16.4% | +19.4% | +5.2% |
| 30D | -2.1% | -12.8% | +10.7% | -0.8% |
| 3M | -20.4% | +0.7% | -21.1% | -21.2% |
| 6M | -7.0% | -12.2% | +5.2% | -6.7% |
| YTD | -2.6% | +66.1% | -68.7% | -13.7% |
| 1Y | +9.8% | +69.2% | -59.5% | -3.3% |
| 3Y | +37.3% | -8.2% | +45.5% | +28.6% |
| 5Y | +116.4% | +19.2% | +97.2% | +86.8% |
| All | +116.4% | +23.8% | +92.6% | +86.8% |
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 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