-32.2%
AAL vs PTEN
+89.3%
-121.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +2.8% | -3.7% | -1.4% |
| 30D | -16.0% | +17.6% | -33.5% | -18.3% |
| 3M | -4.2% | +8.2% | -12.4% | -6.3% |
| 6M | +15.7% | +38.1% | -22.4% | +5.3% |
| YTD | -16.2% | +117.3% | -133.5% | -32.1% |
| 1Y | +0.2% | +146.1% | -145.9% | -21.7% |
| 3Y | -8.1% | -3.0% | -5.0% | -16.3% |
| 5Y | -32.2% | +93.5% | -125.6% | -50.6% |
| All | -32.2% | +89.3% | -121.5% | -50.6% |
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 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