+3,381.2%
TRMB vs PTEN
+1,889.0%
+1,492.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +1.5% | +31.2% | -29.7% | -3.7% |
| 3M | +6.8% | +2.0% | +4.7% | +5.1% |
| 6M | -14.9% | +42.4% | -57.4% | -21.9% |
| YTD | -24.1% | +109.2% | -133.3% | -35.3% |
| 1Y | -25.4% | +122.3% | -147.7% | -37.5% |
| 3Y | +8.0% | -5.6% | +13.6% | +2.6% |
| 5Y | -37.3% | +86.5% | -123.8% | -50.2% |
| 10Y | +116.8% | -22.1% | +138.9% | +66.6% |
| All | +3,381.2% | +1,889.0% | +1,492.2% | +1,769.9% |
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