+36.4%
UPS vs PTEN
-15.6%
+52.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | +3.5% | -5.4% | -2.4% |
| 30D | -2.0% | +17.5% | -19.5% | -3.9% |
| 3M | -6.2% | +12.7% | -19.0% | -8.0% |
| 6M | +2.8% | +33.1% | -30.3% | -1.9% |
| YTD | +5.9% | +116.4% | -110.5% | -5.0% |
| 1Y | +26.2% | +141.2% | -114.9% | +11.2% |
| 3Y | -26.0% | -3.8% | -22.2% | -29.0% |
| 5Y | -34.3% | +92.7% | -127.0% | -43.5% |
| All | +36.4% | -15.6% | +52.0% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling