-29.3%
AMRZ vs PTEN
+45.7%
-75.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -1.7% |
| 30D | -16.9% | +31.2% | -48.2% | -10.3% |
| 3M | -19.2% | +2.0% | -21.2% | -17.7% |
| 6M | -29.3% | +42.4% | -71.7% | -22.1% |
| All | -29.3% | +45.7% | -75.0% | -22.1% |
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