+112.2%
WDAY vs PTEN
-15.6%
+127.8%
-63.4%
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 | -5.2% | +3.5% | -8.6% | -5.5% |
| 30D | +5.9% | +17.5% | -11.6% | +4.0% |
| 3M | +42.3% | +12.7% | +29.5% | +39.6% |
| 6M | +34.7% | +33.1% | +1.6% | +29.3% |
| YTD | -13.5% | +116.4% | -130.0% | -21.7% |
| 1Y | -18.1% | +141.2% | -159.2% | -27.1% |
| 3Y | -26.4% | -3.8% | -22.6% | -29.0% |
| 5Y | -30.6% | +92.7% | -123.3% | -40.1% |
| All | +112.2% | -15.6% | +127.8% | +62.9% |
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 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