-36.3%
TRMB vs PTEN
+49.0%
-85.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.8% |
| 7D | +2.8% | +10.6% | -7.8% | +1.1% |
| 30D | -5.9% | -4.9% | -0.9% | -5.2% |
| 3M | -3.3% | +1.4% | -4.7% | -4.0% |
| 6M | +1.3% | -7.0% | +8.4% | +1.3% |
| YTD | -29.0% | +84.8% | -113.8% | -39.1% |
| 1Y | -27.8% | +95.7% | -123.4% | -39.0% |
| 3Y | +36.3% | +2.0% | +34.3% | +25.3% |
| All | -36.3% | +49.0% | -85.3% | -46.9% |
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 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