+543.1%
SONY vs PTEN
+1,965.8%
-1,422.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -5.8% | +2.8% | -8.6% | -6.1% |
| 30D | -0.4% | +17.6% | -17.9% | -2.6% |
| 3M | +13.3% | +8.2% | +5.1% | +11.3% |
| 6M | +8.5% | +38.1% | -29.6% | +2.5% |
| YTD | -8.1% | +117.3% | -125.4% | -18.6% |
| 1Y | -17.9% | +146.1% | -164.0% | -28.7% |
| 3Y | +41.4% | -3.0% | +44.5% | +35.2% |
| 5Y | +9.3% | +93.5% | -84.2% | -9.1% |
| 10Y | +283.0% | -16.8% | +299.8% | +205.8% |
| All | +543.1% | +1,965.8% | -1,422.7% | +289.6% |
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