-35.7%
BIDU vs PTEN
+79.8%
-115.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.4% | +13.9% | +4.2% |
| 7D | +1.2% | -15.5% | +16.6% | +0.8% |
| 30D | -7.5% | -7.8% | +0.3% | -7.8% |
| 3M | -28.6% | +6.4% | -34.9% | -28.7% |
| 6M | -36.9% | -11.9% | -25.0% | -36.7% |
| YTD | -38.4% | +79.4% | -117.8% | -49.1% |
| 1Y | -35.7% | +84.9% | -120.6% | -48.0% |
| All | -35.7% | +79.8% | -115.5% | -48.0% |
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 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