+10.3%
SONY vs PTEN
+87.9%
-77.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.7% | +3.5% | -6.1% | -3.0% |
| 30D | +1.5% | +17.5% | -16.0% | -0.2% |
| 3M | +13.0% | +12.7% | +0.3% | +11.2% |
| 6M | +11.2% | +33.1% | -21.9% | +6.7% |
| YTD | -6.6% | +116.4% | -123.1% | -15.9% |
| 1Y | -18.1% | +141.2% | -159.3% | -27.5% |
| 3Y | +42.1% | -3.8% | +45.9% | +36.7% |
| All | +10.3% | +87.9% | -77.6% | -2.5% |
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