-30.8%
WDAY vs PTEN
+89.3%
-120.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -10.5% | +2.8% | -13.3% | -10.8% |
| 30D | +2.1% | +17.6% | -15.5% | +0.4% |
| 3M | +34.6% | +8.2% | +26.5% | +33.2% |
| 6M | +29.9% | +38.1% | -8.2% | +24.6% |
| YTD | -13.8% | +117.3% | -131.1% | -21.9% |
| 1Y | -18.3% | +146.1% | -164.4% | -27.4% |
| 3Y | -26.2% | -3.0% | -23.1% | -29.0% |
| 5Y | -30.8% | +93.5% | -124.3% | -37.2% |
| All | -30.8% | +89.3% | -120.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling