-32.4%
TSCO vs PTEN
+43.1%
-75.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.5% |
| 7D | -3.1% | +2.8% | -5.9% | -2.5% |
| 30D | -4.4% | +17.6% | -21.9% | -0.6% |
| 3M | +9.7% | +8.2% | +1.5% | +11.6% |
| 6M | -32.4% | +38.1% | -70.5% | -22.8% |
| All | -32.4% | +43.1% | -75.5% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling