+317.7%
USFD vs PTEN
-18.3%
+336.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +3.5% | +31.2% | -27.7% | -2.2% |
| 3M | +26.6% | +2.0% | +24.5% | +24.7% |
| 6M | +11.7% | +42.4% | -30.7% | +1.6% |
| YTD | +38.1% | +109.2% | -71.1% | +15.2% |
| 1Y | +33.4% | +122.3% | -88.9% | +8.8% |
| 3Y | +155.8% | -5.6% | +161.4% | +140.2% |
| 5Y | +214.0% | +86.5% | +127.5% | +133.1% |
| 10Y | +320.4% | -22.1% | +342.5% | +135.1% |
| All | +317.7% | -18.3% | +336.0% | +132.2% |
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