+53.4%
BHP vs PTEN
+79.8%
-26.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +11.9% | +2.2% |
| 7D | -2.5% | -15.5% | +12.9% | -3.1% |
| 30D | -7.7% | -7.8% | +0.1% | -8.0% |
| 3M | -6.4% | +6.4% | -12.8% | -5.8% |
| 6M | +5.2% | -11.9% | +17.0% | +5.0% |
| YTD | +38.3% | +79.4% | -41.1% | +23.7% |
| 1Y | +53.4% | +84.9% | -31.5% | +36.6% |
| All | +53.4% | +79.8% | -26.4% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling