+1,179.1%
BAC vs PTEN
+1,889.0%
-709.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -0.4% | +31.2% | -31.6% | -6.4% |
| 3M | +16.9% | +2.0% | +14.9% | +15.0% |
| 6M | +26.6% | +42.4% | -15.8% | +14.6% |
| YTD | +15.8% | +109.2% | -93.4% | -3.9% |
| 1Y | +27.2% | +122.3% | -95.1% | +3.3% |
| 3Y | +132.4% | -5.6% | +138.0% | +119.0% |
| 5Y | +72.6% | +86.5% | -13.9% | +31.2% |
| 10Y | +389.7% | -22.1% | +411.9% | +265.0% |
| All | +1,179.1% | +1,889.0% | -709.8% | +660.2% |
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