+199.6%
ARM vs PTEN
-22.7%
+222.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.3% |
| 7D | +9.1% | +10.6% | -1.5% | +6.5% |
| 30D | -19.9% | -4.9% | -15.0% | -19.2% |
| 3M | -31.6% | +1.4% | -33.1% | -32.5% |
| 6M | -13.9% | -7.0% | -6.8% | -13.9% |
| YTD | +74.3% | +84.8% | -10.5% | +34.3% |
| 1Y | +35.8% | +95.7% | -59.9% | +2.3% |
| 3Y | +268.6% | +2.0% | +266.6% | +205.4% |
| All | +199.6% | -22.7% | +222.3% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling