+476.0%
A vs PTEN
+132.8%
+343.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -1.9% | +0.7% | -2.7% | -2.1% |
| 30D | +6.9% | +31.2% | -24.3% | +1.4% |
| 3M | +9.2% | +2.0% | +7.2% | +7.7% |
| 6M | +25.7% | +42.4% | -16.7% | +15.0% |
| YTD | +11.5% | +109.2% | -97.7% | -5.6% |
| 1Y | +18.4% | +122.3% | -103.9% | -1.6% |
| 3Y | +26.6% | -5.6% | +32.2% | +19.4% |
| 5Y | -12.8% | +86.5% | -99.3% | -33.2% |
| 10Y | +247.2% | -22.1% | +269.3% | +149.6% |
| All | +476.0% | +132.8% | +343.2% | +147.0% |
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