+20,014.4%
TJX vs PTEN
+1,965.8%
+18,048.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -4.4% | +2.8% | -7.2% | -4.6% |
| 30D | -18.6% | +17.6% | -36.1% | -20.0% |
| 3M | -24.4% | +8.2% | -32.5% | -25.4% |
| 6M | -20.2% | +38.1% | -58.3% | -23.7% |
| YTD | -16.9% | +117.3% | -134.2% | -24.4% |
| 1Y | -8.5% | +146.1% | -154.6% | -18.2% |
| 3Y | +43.7% | -3.0% | +46.8% | +38.3% |
| 5Y | +97.3% | +93.5% | +3.9% | +70.1% |
| 10Y | +289.0% | -16.8% | +305.7% | +223.3% |
| All | +20,014.4% | +1,965.8% | +18,048.5% | +12,326.9% |
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