+96.1%
ROST vs PTEN
-3.4%
+99.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -2.6% |
| 30D | -10.3% | +17.6% | -27.8% | -11.0% |
| 3M | -2.6% | +8.2% | -10.8% | -3.0% |
| 6M | +6.5% | +38.1% | -31.6% | +3.9% |
| YTD | +25.9% | +117.3% | -91.4% | +17.8% |
| 1Y | +52.3% | +146.1% | -93.7% | +40.4% |
| All | +96.1% | -3.4% | +99.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling