+33.3%
ACI vs PTEN
+238.2%
-204.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | +2.3% | +10.6% | -8.3% | +1.7% |
| 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% | -27.3% |
| 3Y | -31.6% | +2.0% | -33.6% | -33.1% |
| 5Y | -42.8% | +48.0% | -90.7% | -45.4% |
| All | +33.3% | +238.2% | -204.9% | +30.5% |
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