+3,551.9%
ALM vs PTEN
-31.1%
+3,582.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +4.9% | +7.7% |
| 7D | +1.2% | +10.6% | -9.4% | +1.2% |
| 30D | -19.3% | -4.9% | -14.4% | -19.3% |
| 3M | -40.6% | +1.4% | -42.1% | -40.6% |
| 6M | -57.9% | -7.0% | -50.9% | -57.9% |
| YTD | -6.7% | +84.8% | -91.5% | -6.8% |
| 1Y | +20.2% | +95.7% | -75.5% | +20.0% |
| 3Y | +879.4% | +2.0% | +877.5% | +869.8% |
| 5Y | +415.3% | +48.0% | +367.3% | +425.0% |
| 10Y | +2,100.8% | -38.3% | +2,139.2% | +1,721.0% |
| All | +3,551.9% | -31.1% | +3,582.9% | +487.0% |
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