+73.1%
BAC vs PTEN
+94.7%
-21.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -1.4% | +18.6% | -20.0% | -4.6% |
| 3M | +15.7% | +12.5% | +3.3% | +12.3% |
| 6M | +32.2% | +41.9% | -9.7% | +20.9% |
| YTD | +15.8% | +117.8% | -102.0% | -3.8% |
| 1Y | +27.3% | +145.3% | -118.0% | +2.2% |
| 3Y | +137.5% | -2.8% | +140.3% | +122.8% |
| 5Y | +73.1% | +93.4% | -20.4% | +30.7% |
| All | +73.1% | +94.7% | -21.6% | +30.7% |
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