+51.4%
PYPL vs PTEN
-9.9%
+61.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | -4.9% | +31.2% | -36.1% | -8.2% |
| 3M | +28.9% | +2.0% | +26.8% | +27.7% |
| 6M | +18.2% | +42.4% | -24.2% | +11.7% |
| YTD | -5.0% | +109.2% | -114.2% | -14.9% |
| 1Y | -18.8% | +122.3% | -141.1% | -28.1% |
| 3Y | -12.6% | -5.6% | -7.0% | -16.0% |
| 5Y | -80.8% | +86.5% | -167.3% | -83.4% |
| 10Y | +49.9% | -22.1% | +72.0% | +20.0% |
| All | +51.4% | -9.9% | +61.3% | +10.3% |
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