+128.5%
AWK vs PTEN
-15.6%
+144.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.1% | +3.5% | -5.6% | -2.2% |
| 30D | +2.1% | +17.5% | -15.5% | +1.9% |
| 3M | +11.4% | +12.7% | -1.4% | +11.2% |
| 6M | +3.9% | +33.1% | -29.2% | +3.4% |
| YTD | +7.7% | +116.4% | -108.7% | +6.4% |
| 1Y | +1.3% | +141.2% | -139.9% | -0.1% |
| 3Y | +7.2% | -3.8% | +11.0% | +7.2% |
| 5Y | -17.0% | +92.7% | -109.7% | -18.3% |
| All | +128.5% | -15.6% | +144.1% | +99.6% |
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