-44.0%
BIDU vs PTEN
+87.9%
-131.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -8.1% | +3.5% | -11.6% | -8.6% |
| 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% | -31.0% |
| YTD | -30.0% | +116.4% | -146.5% | -39.1% |
| 1Y | -18.3% | +141.2% | -159.4% | -30.4% |
| 3Y | -33.8% | -3.8% | -30.0% | -36.8% |
| All | -44.0% | +87.9% | -131.9% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling