+123.4%
ALLY vs PTEN
-34.9%
+158.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +3.7% | +0.7% | +3.0% | +3.4% |
| 30D | -2.3% | +31.2% | -33.5% | -9.5% |
| 3M | +3.8% | +2.0% | +1.8% | +1.4% |
| 6M | +9.7% | +42.4% | -32.7% | -3.9% |
| YTD | -1.4% | +109.2% | -110.6% | -22.9% |
| 1Y | +8.2% | +122.3% | -114.1% | -17.6% |
| 3Y | +66.5% | -5.6% | +72.0% | +54.0% |
| 5Y | +1.2% | +86.5% | -85.3% | -28.6% |
| 10Y | +191.4% | -22.1% | +213.6% | +80.8% |
| All | +123.4% | -34.9% | +158.3% | +40.9% |
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