+19.3%
BABA vs PTEN
-62.3%
+81.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | +3.8% | -16.4% | +20.3% | +5.7% |
| 30D | -5.4% | -12.8% | +7.4% | -4.3% |
| 3M | -17.9% | +0.7% | -18.6% | -18.6% |
| 6M | -24.1% | -12.2% | -11.9% | -23.8% |
| YTD | -27.4% | +66.1% | -93.5% | -33.1% |
| 1Y | -36.1% | +69.2% | -105.3% | -41.3% |
| 3Y | +35.4% | -8.2% | +43.6% | +30.3% |
| 5Y | -30.1% | +19.2% | -49.3% | -36.5% |
| 10Y | +15.8% | -45.6% | +61.4% | +2.7% |
| All | +19.3% | -62.3% | +81.6% | +7.1% |
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