-11.5%
A vs PTEN
+87.9%
-99.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | -2.6% | +3.5% | -6.1% | -3.0% |
| 30D | -0.9% | +17.5% | -18.4% | -2.7% |
| 3M | +13.6% | +12.7% | +0.9% | +11.7% |
| 6M | +27.8% | +33.1% | -5.2% | +22.0% |
| YTD | +8.6% | +116.4% | -107.8% | -3.5% |
| 1Y | +16.9% | +141.2% | -124.3% | +1.8% |
| 3Y | +32.9% | -3.8% | +36.7% | +25.3% |
| All | -11.5% | +87.9% | -99.4% | -17.8% |
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