+2,550.6%
SOXX vs PTEN
+150.4%
+2,400.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.4% | +3.5% | -2.1% | +0.6% |
| 30D | -3.6% | +17.5% | -21.1% | -7.3% |
| 3M | -10.2% | +12.7% | -22.9% | -13.5% |
| 6M | +54.2% | +33.1% | +21.2% | +41.0% |
| YTD | +75.2% | +116.4% | -41.2% | +42.3% |
| 1Y | +107.5% | +141.2% | -33.7% | +63.2% |
| 3Y | +226.8% | -3.8% | +230.6% | +206.2% |
| 5Y | +251.2% | +92.7% | +158.5% | +158.5% |
| 10Y | +1,567.6% | -17.1% | +1,584.7% | +1,048.9% |
| All | +2,550.6% | +150.4% | +2,400.1% | +738.1% |
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