-36.7%
AUR vs PTEN
+72.8%
-109.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +0.2% | +2.8% | -2.6% | -0.5% |
| 30D | -8.9% | +17.6% | -26.5% | -12.6% |
| 3M | +4.6% | +8.2% | -3.5% | +1.6% |
| 6M | +44.9% | +38.1% | +6.7% | +29.1% |
| YTD | +64.8% | +117.3% | -52.4% | +28.5% |
| 1Y | +16.4% | +146.1% | -129.7% | -12.9% |
| 3Y | +85.1% | -3.0% | +88.1% | +66.9% |
| 5Y | -36.1% | +93.5% | -129.6% | -36.6% |
| All | -36.7% | +72.8% | -109.5% | -37.2% |
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