+23.8%
ALC vs PTEN
-0.8%
+24.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -0.1% | +31.2% | -31.3% | -2.5% |
| 3M | +5.9% | +2.0% | +3.9% | +5.3% |
| 6M | -15.9% | +42.4% | -58.3% | -19.2% |
| YTD | -10.1% | +109.2% | -119.3% | -16.8% |
| 1Y | -10.2% | +122.3% | -132.5% | -17.6% |
| 3Y | -13.6% | -5.6% | -8.0% | -16.1% |
| 5Y | -15.1% | +86.5% | -101.6% | -23.9% |
| All | +23.8% | -0.8% | +24.6% | -6.5% |
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