+651.0%
BIDU vs PTEN
-42.3%
+693.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -2.4% | -1.7% | -0.8% | -2.2% |
| 30D | -16.0% | +18.6% | -34.5% | -19.3% |
| 3M | -24.0% | +12.5% | -36.5% | -26.9% |
| 6M | -24.9% | +41.9% | -66.7% | -32.4% |
| YTD | -29.6% | +117.8% | -147.4% | -42.8% |
| 1Y | -15.2% | +145.3% | -160.5% | -33.3% |
| 3Y | -32.2% | -2.8% | -29.4% | -37.4% |
| 5Y | -43.8% | +93.4% | -137.2% | -59.5% |
| 10Y | -49.5% | -16.6% | -32.9% | -66.0% |
| All | +651.0% | -42.3% | +693.3% | +242.8% |
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