+750.5%
AU vs PTEN
+507.1%
+243.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.3% | +3.5% | -7.7% | -4.8% |
| 30D | +7.3% | +17.5% | -10.2% | +4.2% |
| 3M | +26.3% | +12.7% | +13.6% | +22.6% |
| 6M | +1.8% | +33.1% | -31.3% | -5.5% |
| YTD | +26.8% | +116.4% | -89.6% | +7.6% |
| 1Y | +66.7% | +141.2% | -74.5% | +37.9% |
| 3Y | +579.1% | -3.8% | +582.9% | +535.8% |
| 5Y | +689.3% | +92.7% | +596.6% | +517.2% |
| 10Y | +686.6% | -17.1% | +703.7% | +469.3% |
| All | +750.5% | +507.1% | +243.5% | +256.4% |
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