+5,293.6%
UNP vs PTEN
+1,927.4%
+3,366.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -1.1% | +29.3% | -30.4% | -4.9% |
| 3M | +7.9% | +7.2% | +0.6% | +6.0% |
| 6M | +14.6% | +43.5% | -28.9% | +7.3% |
| YTD | +26.6% | +113.2% | -86.7% | +11.6% |
| 1Y | +35.6% | +135.1% | -99.5% | +17.2% |
| 3Y | +45.5% | -4.8% | +50.3% | +39.3% |
| 5Y | +50.0% | +94.6% | -44.6% | +23.5% |
| 10Y | +271.8% | -24.2% | +296.0% | +199.8% |
| All | +5,293.6% | +1,927.4% | +3,366.2% | +3,311.9% |
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