-51.5%
AIG vs PTEN
+1,970.6%
-2,022.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | 0.0% |
| 7D | -1.4% | -1.7% | +0.2% | -1.2% |
| 30D | -3.3% | +18.6% | -21.9% | -6.9% |
| 3M | +2.2% | +12.5% | -10.3% | -1.4% |
| 6M | -2.1% | +41.9% | -44.0% | -11.0% |
| YTD | -11.2% | +117.8% | -129.0% | -26.4% |
| 1Y | -2.1% | +145.3% | -147.4% | -21.5% |
| 3Y | +34.4% | -2.8% | +37.2% | +25.1% |
| 5Y | +53.7% | +93.4% | -39.7% | +16.1% |
| 10Y | +64.4% | -16.6% | +81.0% | +20.4% |
| All | -51.5% | +1,970.6% | -2,022.2% | -71.7% |
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