-47.9%
PTEN vs FIVN
+292.8%
-340.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.1% | +8.1% | +2.6% |
| 7D | -1.0% | -8.2% | +7.2% | -0.1% |
| 30D | +29.3% | -8.1% | +37.4% | +30.3% |
| 3M | +7.2% | +34.9% | -27.7% | +2.2% |
| 6M | +43.5% | +72.6% | -29.1% | +31.2% |
| YTD | +113.2% | +55.8% | +57.5% | +96.2% |
| 1Y | +135.1% | +17.1% | +117.9% | +124.4% |
| 3Y | -4.8% | -54.3% | +49.5% | -1.6% |
| 5Y | +94.6% | -81.6% | +176.2% | +111.7% |
| 10Y | -24.2% | +109.2% | -133.4% | -44.0% |
| All | -47.9% | +292.8% | -340.7% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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