+872.3%
ALM vs PTEN
-2.4%
+874.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -0.2% |
| 7D | -7.2% | -2.2% | -5.0% | -6.9% |
| 30D | -26.4% | -8.0% | -18.3% | -25.9% |
| 3M | -38.6% | -5.0% | -33.6% | -38.5% |
| 6M | -61.0% | -10.6% | -50.4% | -60.7% |
| YTD | -7.4% | +75.5% | -82.9% | -17.2% |
| 1Y | +14.0% | +70.2% | -56.2% | +2.1% |
| All | +872.3% | -2.4% | +874.7% | +782.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling