+162.6%
PTEN vs ABCL
-81.3%
+243.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | +31.2% | +93.1% | -61.8% | +20.3% |
| 3M | +2.0% | +79.4% | -77.4% | -6.3% |
| 6M | +42.4% | +214.9% | -172.5% | +20.6% |
| YTD | +109.2% | +234.2% | -125.0% | +73.8% |
| 1Y | +122.3% | +174.8% | -52.5% | +88.8% |
| 3Y | -5.6% | +104.5% | -110.0% | -22.0% |
| 5Y | +86.5% | -39.0% | +125.5% | +62.6% |
| All | +162.6% | -81.3% | +243.8% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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