+54.0%
UNP vs PTEN
+89.3%
-35.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +2.8% | -4.0% | -1.5% |
| 30D | -2.0% | +17.6% | -19.5% | -4.1% |
| 3M | +7.5% | +8.2% | -0.7% | +5.9% |
| 6M | +15.3% | +38.1% | -22.8% | +9.1% |
| YTD | +25.4% | +117.3% | -91.9% | +10.8% |
| 1Y | +35.6% | +146.1% | -110.5% | +17.0% |
| 3Y | +44.1% | -3.0% | +47.2% | +37.4% |
| 5Y | +54.0% | +93.5% | -39.5% | +33.6% |
| All | +54.0% | +89.3% | -35.4% | +33.6% |
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