-14.4%
PCOR vs PTEN
+40.8%
-55.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +22.7% | -25.5% | +48.3% | +28.6% |
| 30D | +37.5% | -11.7% | +49.1% | +39.2% |
| 3M | +35.2% | -0.5% | +35.7% | +32.9% |
| 6M | +42.2% | -12.9% | +55.1% | +42.3% |
| YTD | +3.6% | +67.1% | -63.5% | -11.5% |
| 1Y | -4.8% | +70.5% | -75.3% | -19.1% |
| 3Y | +48.3% | -10.4% | +58.8% | +38.0% |
| 5Y | -20.1% | +23.7% | -43.7% | -32.1% |
| All | -14.4% | +40.8% | -55.2% | -26.0% |
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