+283.1%
AA vs PTEN
+1,889.0%
-1,605.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +5.0% | +31.2% | -26.2% | -4.0% |
| 3M | -35.8% | +2.0% | -37.9% | -36.9% |
| 6M | -18.4% | +42.4% | -60.8% | -28.8% |
| YTD | -5.5% | +109.2% | -114.7% | -27.2% |
| 1Y | +61.0% | +122.3% | -61.3% | +20.8% |
| 3Y | +66.2% | -5.6% | +71.8% | +58.2% |
| 5Y | +11.4% | +86.5% | -75.1% | -17.1% |
| 10Y | +116.9% | -22.1% | +139.0% | +70.3% |
| All | +283.1% | +1,889.0% | -1,605.8% | +114.5% |
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