-50.4%
BIDU vs PTEN
-15.6%
-34.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -8.1% | +3.5% | -11.6% | -8.5% |
| 30D | -12.8% | +17.5% | -30.4% | -14.8% |
| 3M | -21.3% | +12.7% | -34.0% | -23.0% |
| 6M | -27.0% | +33.1% | -60.1% | -30.8% |
| YTD | -30.0% | +116.4% | -146.5% | -38.2% |
| 1Y | -18.3% | +141.2% | -159.4% | -29.1% |
| 3Y | -33.8% | -3.8% | -30.0% | -36.8% |
| 5Y | -44.3% | +92.7% | -137.0% | -53.3% |
| All | -50.4% | -15.6% | -34.7% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling