+282.6%
WDAY vs PTEN
-0.9%
+283.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.1% |
| 7D | -6.1% | -1.0% | -5.1% | -6.0% |
| 30D | +3.7% | +29.3% | -25.6% | +0.3% |
| 3M | +29.6% | +7.2% | +22.3% | +27.5% |
| 6M | +23.3% | +43.5% | -20.2% | +16.6% |
| YTD | -13.3% | +113.2% | -126.5% | -22.3% |
| 1Y | -19.6% | +135.1% | -154.7% | -29.2% |
| 3Y | -25.7% | -4.8% | -20.8% | -28.5% |
| 5Y | -31.6% | +94.6% | -126.2% | -42.4% |
| 10Y | +109.9% | -24.2% | +134.1% | +68.5% |
| All | +282.6% | -0.9% | +283.5% | +183.7% |
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