-27.8%
AAL vs PTEN
-46.7%
+18.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -3.7% | +0.7% | -4.5% | -4.0% |
| 30D | -20.8% | +31.2% | -52.0% | -27.3% |
| 3M | -1.3% | +2.0% | -3.3% | -4.3% |
| 6M | +5.4% | +42.4% | -37.0% | -9.6% |
| YTD | -14.4% | +109.2% | -123.5% | -35.0% |
| 1Y | +2.1% | +122.3% | -120.2% | -24.6% |
| 3Y | -10.6% | -5.6% | -5.0% | -19.2% |
| 5Y | -32.2% | +86.5% | -118.7% | -55.2% |
| 10Y | -62.7% | -22.1% | -40.6% | -76.1% |
| All | -27.8% | -46.7% | +18.9% | -72.8% |
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 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