+296.4%
ARM vs PTEN
-12.5%
+308.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.2% |
| 7D | +5.5% | +0.7% | +4.7% | +5.1% |
| 30D | -8.2% | +31.2% | -39.4% | -14.8% |
| 3M | -35.9% | +2.0% | -38.0% | -36.8% |
| 6M | +103.1% | +42.4% | +60.7% | +75.6% |
| YTD | +130.6% | +109.2% | +21.4% | +73.3% |
| 1Y | +86.1% | +122.3% | -36.2% | +35.4% |
| All | +296.4% | -12.5% | +308.9% | +226.9% |
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 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