+930.8%
BAC vs PTEN
+1,608.7%
-677.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | +1.5% | +7.2% | -5.7% | 0.0% |
| 30D | -6.4% | -7.4% | +1.0% | -5.4% |
| 3M | -21.7% | -2.4% | -19.3% | -22.0% |
| 6M | +0.5% | -10.0% | +10.5% | +0.7% |
| YTD | -6.7% | +79.7% | -86.4% | -20.6% |
| 1Y | -4.7% | +86.5% | -91.2% | -19.6% |
| 3Y | +96.1% | -1.4% | +97.5% | +82.3% |
| 5Y | +21.7% | +43.9% | -22.2% | -2.4% |
| 10Y | +232.0% | -40.0% | +272.0% | +160.3% |
| All | +930.8% | +1,608.7% | -677.9% | +528.2% |
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