+740.5%
BAX vs PTEN
+1,656.8%
-916.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +0.1% | +10.6% | -10.5% | -0.7% |
| 30D | +4.1% | -4.9% | +9.0% | +4.2% |
| 3M | -4.5% | +1.4% | -6.0% | -5.1% |
| 6M | +49.2% | -7.0% | +56.3% | +48.8% |
| YTD | +35.2% | +84.8% | -49.5% | +27.3% |
| 1Y | +38.3% | +95.7% | -57.4% | +29.5% |
| 3Y | -19.0% | +2.0% | -21.0% | -21.5% |
| 5Y | -64.2% | +48.0% | -112.1% | -66.9% |
| 10Y | -35.7% | -38.3% | +2.6% | -42.0% |
| All | +740.5% | +1,656.8% | -916.3% | +491.8% |
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