+506.6%
APP vs PTEN
+65.0%
+441.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.5% | -3.8% |
| 7D | +61.1% | -14.5% | +75.6% | +63.9% |
| 30D | +42.8% | -11.1% | +53.9% | +43.8% |
| 3M | +16.7% | -7.8% | +24.5% | +16.4% |
| 6M | -15.6% | -10.5% | -5.1% | -16.4% |
| YTD | -41.3% | +69.3% | -110.6% | -49.7% |
| 1Y | -39.3% | +70.5% | -109.8% | -48.2% |
| 3Y | +803.2% | -7.1% | +810.3% | +732.7% |
| 5Y | +313.2% | +29.1% | +284.0% | +242.4% |
| All | +506.6% | +65.0% | +441.6% | +357.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling