+1,580.4%
ADM vs PTEN
+1,889.0%
-308.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | +9.8% | +31.2% | -21.5% | +5.2% |
| 3M | +2.1% | +2.0% | +0.1% | +1.4% |
| 6M | +27.5% | +42.4% | -14.9% | +19.9% |
| YTD | +50.2% | +109.2% | -59.0% | +33.1% |
| 1Y | +40.6% | +122.3% | -81.7% | +22.8% |
| 3Y | +17.2% | -5.6% | +22.8% | +12.8% |
| 5Y | +61.9% | +86.5% | -24.6% | +35.9% |
| 10Y | +159.3% | -22.1% | +181.4% | +110.9% |
| All | +1,580.4% | +1,889.0% | -308.6% | +992.0% |
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