+228.1%
ACM vs PTEN
-29.1%
+257.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -12.9% | +29.3% | -42.2% | -19.4% |
| 3M | -6.4% | +7.2% | -13.6% | -9.8% |
| 6M | -29.2% | +43.5% | -72.8% | -38.2% |
| YTD | -29.9% | +113.2% | -143.2% | -45.6% |
| 1Y | -47.3% | +135.1% | -182.3% | -60.6% |
| 3Y | -19.6% | -4.8% | -14.8% | -26.7% |
| 5Y | +5.5% | +94.6% | -89.1% | -30.8% |
| 10Y | +129.7% | -24.2% | +153.9% | +48.0% |
| All | +228.1% | -29.1% | +257.2% | +43.0% |
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