+969.7%
AWK vs PTEN
-40.3%
+1,010.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +5.6% | +31.2% | -25.7% | +3.9% |
| 3M | +15.9% | +2.0% | +13.8% | +15.4% |
| 6M | +4.6% | +42.4% | -37.8% | +2.0% |
| YTD | +10.1% | +109.2% | -99.1% | +4.9% |
| 1Y | +2.1% | +122.3% | -120.2% | -3.3% |
| 3Y | +9.8% | -5.6% | +15.4% | +8.1% |
| 5Y | -15.4% | +86.5% | -101.8% | -22.4% |
| 10Y | +129.4% | -22.1% | +151.5% | +102.8% |
| All | +969.7% | -40.3% | +1,010.0% | +681.2% |
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