+63,234.1%
ROST vs PTEN
+1,927.4%
+61,306.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +0.2% | -1.0% | +1.2% | +0.3% |
| 30D | -10.0% | +29.3% | -39.3% | -12.9% |
| 3M | +1.2% | +7.2% | -6.0% | -0.2% |
| 6M | +8.9% | +43.5% | -34.6% | +3.0% |
| YTD | +28.1% | +113.2% | -85.2% | +15.2% |
| 1Y | +53.0% | +135.1% | -82.1% | +35.4% |
| 3Y | +97.9% | -4.8% | +102.7% | +89.9% |
| 5Y | +112.0% | +94.6% | +17.4% | +79.6% |
| 10Y | +303.0% | -24.2% | +327.2% | +232.9% |
| All | +63,234.1% | +1,927.4% | +61,306.7% | +44,270.4% |
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