+312.1%
ROST vs PTEN
-15.6%
+327.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.2% | +3.5% | -3.2% | -0.3% |
| 30D | -6.9% | +17.5% | -24.4% | -9.2% |
| 3M | -3.3% | +12.7% | -16.0% | -5.7% |
| 6M | +9.0% | +33.1% | -24.0% | +2.8% |
| YTD | +28.9% | +116.4% | -87.6% | +12.2% |
| 1Y | +54.0% | +141.2% | -87.2% | +31.1% |
| 3Y | +100.7% | -3.8% | +104.5% | +90.8% |
| 5Y | +116.0% | +92.7% | +23.3% | +71.7% |
| All | +312.1% | -15.6% | +327.7% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling