-39.5%
TRMB vs PTEN
+89.3%
-128.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -5.4% | +2.8% | -8.2% | -5.9% |
| 30D | -2.0% | +17.6% | -19.5% | -4.7% |
| 3M | +12.3% | +8.2% | +4.2% | +10.1% |
| 6M | -17.6% | +38.1% | -55.7% | -23.6% |
| YTD | -27.5% | +117.3% | -144.7% | -38.8% |
| 1Y | -29.1% | +146.1% | -175.2% | -42.1% |
| 3Y | +11.5% | -3.0% | +14.5% | +3.3% |
| 5Y | -39.5% | +93.5% | -132.9% | -48.6% |
| All | -39.5% | +89.3% | -128.8% | -48.6% |
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 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