+941.2%
BAC vs PTEN
+1,656.8%
-715.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | +3.2% | +10.6% | -7.3% | +1.0% |
| 30D | -0.7% | -4.9% | +4.2% | -0.3% |
| 3M | -20.0% | +1.4% | -21.4% | -21.0% |
| 6M | +3.4% | -7.0% | +10.4% | +2.9% |
| YTD | -5.7% | +84.8% | -90.5% | -20.3% |
| 1Y | -1.4% | +95.7% | -97.1% | -17.8% |
| 3Y | +97.9% | +2.0% | +95.9% | +82.7% |
| 5Y | +22.9% | +48.0% | -25.0% | -1.9% |
| 10Y | +235.3% | -38.3% | +273.7% | +161.4% |
| All | +941.2% | +1,656.8% | -715.6% | +530.8% |
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