+96.4%
AGG vs PTEN
+44.5%
+51.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -0.9% | +2.8% | -3.7% | -0.9% |
| 30D | -1.0% | +17.6% | -18.5% | -0.9% |
| 3M | -1.3% | +8.2% | -9.5% | -1.2% |
| 6M | -2.1% | +38.1% | -40.2% | -1.9% |
| YTD | -1.2% | +117.3% | -118.5% | -0.9% |
| 1Y | -0.5% | +146.1% | -146.6% | -0.1% |
| 3Y | +12.4% | -3.0% | +15.5% | +12.6% |
| 5Y | -2.4% | +93.5% | -95.9% | -1.9% |
| 10Y | +14.3% | -16.8% | +31.1% | +14.6% |
| All | +96.4% | +44.5% | +51.9% | +95.3% |
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 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