+4,363.7%
BHP vs PTEN
+1,970.6%
+2,393.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | +4.0% | +18.6% | -14.6% | -0.3% |
| 3M | +11.3% | +12.5% | -1.2% | +6.7% |
| 6M | +29.3% | +41.9% | -12.5% | +15.6% |
| YTD | +59.2% | +117.8% | -58.6% | +27.8% |
| 1Y | +80.8% | +145.3% | -64.5% | +39.9% |
| 3Y | +88.0% | -2.8% | +90.8% | +73.2% |
| 5Y | +126.6% | +93.4% | +33.2% | +64.3% |
| 10Y | +515.7% | -16.6% | +532.3% | +333.6% |
| All | +4,363.7% | +1,970.6% | +2,393.1% | +2,264.0% |
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 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