+7,705.7%
ALM vs PTEN
-22.0%
+7,727.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +32.0% | +31.2% | +0.8% | +32.0% |
| 3M | -15.0% | +2.0% | -17.1% | -15.0% |
| 6M | -10.1% | +42.4% | -52.5% | -10.2% |
| YTD | +99.4% | +109.2% | -9.8% | +99.1% |
| 1Y | +316.4% | +122.3% | +194.0% | +315.5% |
| 3Y | +2,022.0% | -5.6% | +2,027.5% | +1,991.8% |
| 5Y | +941.2% | +86.5% | +854.7% | +966.7% |
| 10Y | +2,950.3% | -22.1% | +2,972.5% | +2,520.0% |
| All | +7,705.7% | -22.0% | +7,727.7% | +1,154.3% |
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