+166.3%
USFD vs PTEN
-9.2%
+175.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +3.9% | -16.4% | +20.4% | +5.0% |
| 30D | +12.8% | -12.8% | +25.7% | +13.4% |
| 3M | +1.0% | +0.7% | +0.3% | -0.2% |
| 6M | +30.3% | -12.2% | +42.4% | +30.0% |
| YTD | +46.0% | +66.1% | -20.1% | +31.4% |
| 1Y | +49.6% | +69.2% | -19.6% | +33.9% |
| 3Y | +166.3% | -8.2% | +174.5% | +161.5% |
| All | +166.3% | -9.2% | +175.5% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling