-15.7%
AWK vs PTEN
+89.3%
-105.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.7% |
| 30D | +2.8% | +17.6% | -14.8% | +2.8% |
| 3M | +11.3% | +8.2% | +3.1% | +11.4% |
| 6M | +6.7% | +38.1% | -31.4% | +6.8% |
| YTD | +9.4% | +117.3% | -107.9% | +9.1% |
| 1Y | +3.7% | +146.1% | -142.4% | +3.4% |
| 3Y | +9.2% | -3.0% | +12.3% | +11.0% |
| 5Y | -15.7% | +93.5% | -109.2% | -8.6% |
| All | -15.7% | +89.3% | -105.0% | -8.6% |
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 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