+3,546.4%
WM vs PTEN
+1,889.0%
+1,657.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -2.4% | +31.2% | -33.6% | -4.9% |
| 3M | +0.4% | +2.0% | -1.6% | -0.2% |
| 6M | -9.5% | +42.4% | -51.9% | -13.1% |
| YTD | +0.5% | +109.2% | -108.7% | -7.0% |
| 1Y | -1.1% | +122.3% | -123.4% | -9.4% |
| 3Y | +46.0% | -5.6% | +51.6% | +41.8% |
| 5Y | +51.8% | +86.5% | -34.7% | +32.8% |
| 10Y | +307.5% | -22.1% | +329.6% | +244.6% |
| All | +3,546.4% | +1,889.0% | +1,657.4% | +2,102.2% |
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