-42.4%
ACI vs PTEN
+49.0%
-91.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | +2.3% | +10.6% | -8.3% | +1.8% |
| 30D | +1.2% | -4.9% | +6.2% | +1.3% |
| 3M | +6.8% | +1.4% | +5.3% | +6.3% |
| 6M | -18.7% | -7.0% | -11.7% | -18.8% |
| YTD | -20.2% | +84.8% | -105.0% | -23.6% |
| 1Y | -23.7% | +95.7% | -119.4% | -27.2% |
| 3Y | -31.6% | +2.0% | -33.6% | -33.0% |
| All | -42.4% | +49.0% | -91.4% | -39.3% |
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