+270.9%
ZBH vs PTEN
+144.6%
+126.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -3.2% | +18.6% | -21.8% | -5.8% |
| 3M | +5.8% | +12.5% | -6.6% | +3.1% |
| 6M | +2.0% | +41.9% | -39.9% | -4.9% |
| YTD | +5.8% | +117.8% | -112.0% | -7.9% |
| 1Y | -7.9% | +145.3% | -153.3% | -21.8% |
| 3Y | -19.4% | -2.8% | -16.6% | -23.6% |
| 5Y | -29.5% | +93.4% | -122.9% | -43.7% |
| 10Y | -15.5% | -16.6% | +1.0% | -36.4% |
| All | +270.9% | +144.6% | +126.3% | +115.6% |
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