+61.9%
WM vs PTEN
+49.0%
+12.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | +3.2% | +10.6% | -7.4% | +2.9% |
| 30D | +13.0% | -4.9% | +18.0% | +13.1% |
| 3M | +9.2% | +1.4% | +7.8% | +8.9% |
| 6M | +13.6% | -7.0% | +20.7% | +13.6% |
| YTD | +12.4% | +84.8% | -72.4% | +9.1% |
| 1Y | +21.2% | +95.7% | -74.5% | +17.3% |
| 3Y | +48.7% | +2.0% | +46.7% | +46.7% |
| All | +61.9% | +49.0% | +12.9% | +54.7% |
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 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