-23.5%
AMRZ vs PTEN
-12.6%
-10.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.9% |
| 7D | +1.2% | -25.5% | +26.7% | -5.4% |
| 30D | +15.1% | -11.7% | +26.7% | +11.9% |
| 3M | -18.1% | -0.5% | -17.6% | -17.0% |
| 6M | -23.5% | -12.9% | -10.6% | -24.7% |
| All | -23.5% | -12.6% | -10.8% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling