-17.4%
BAX vs PTEN
-2.4%
-15.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.4% |
| 30D | +6.3% | -8.0% | +14.3% | +6.6% |
| 3M | -4.6% | -5.0% | +0.5% | -5.0% |
| 6M | +50.4% | -10.6% | +61.0% | +50.2% |
| YTD | +38.0% | +75.5% | -37.5% | +18.2% |
| 1Y | +44.6% | +70.2% | -25.6% | +24.3% |
| All | -17.4% | -2.4% | -15.0% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling