+162.9%
RTX vs PTEN
+94.7%
+68.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -11.6% | +18.6% | -30.2% | -13.6% |
| 3M | +9.2% | +12.5% | -3.3% | +6.8% |
| 6M | -4.4% | +41.9% | -46.3% | -10.7% |
| YTD | +8.9% | +117.8% | -108.9% | -5.5% |
| 1Y | +32.1% | +145.3% | -113.2% | +11.8% |
| 3Y | +151.2% | -2.8% | +154.0% | +139.7% |
| 5Y | +162.9% | +93.4% | +69.5% | +109.2% |
| All | +162.9% | +94.7% | +68.2% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling