+20.6%
BAC vs PTEN
+33.9%
-13.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -1.9% | -2.2% | +0.3% | -1.5% |
| 30D | -7.2% | -8.0% | +0.9% | -6.3% |
| 3M | -20.4% | -5.0% | -15.4% | -20.4% |
| 6M | +1.3% | -10.6% | +11.9% | +1.7% |
| YTD | -6.4% | +75.5% | -81.9% | -19.6% |
| 1Y | -3.5% | +70.2% | -73.7% | -16.7% |
| 3Y | +96.7% | -3.7% | +100.4% | +83.7% |
| 5Y | +20.6% | +34.9% | -14.3% | -0.9% |
| All | +20.6% | +33.9% | -13.3% | -0.9% |
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