+1,970.6%
PTEN vs RJF
+11,767.6%
-9,797.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +18.6% | -2.0% | +20.6% | +19.5% |
| 3M | +12.5% | +16.3% | -3.9% | +3.2% |
| 6M | +41.9% | +16.9% | +25.0% | +29.0% |
| YTD | +117.8% | +10.4% | +107.3% | +103.2% |
| 1Y | +145.3% | +7.4% | +137.9% | +131.8% |
| 3Y | -2.8% | +72.2% | -75.0% | -26.5% |
| 5Y | +93.4% | +105.1% | -11.7% | +35.9% |
| 10Y | -16.6% | +430.9% | -447.5% | -58.2% |
| All | +1,970.6% | +11,767.6% | -9,797.0% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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