+31.3%
BIL vs PTEN
-39.3%
+70.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.1% | +10.6% | -10.5% | +0.1% |
| 30D | +0.3% | -4.9% | +5.3% | +0.3% |
| 3M | +1.0% | +1.4% | -0.5% | +1.0% |
| 6M | +1.9% | -7.0% | +8.9% | +1.9% |
| YTD | +3.2% | +84.8% | -81.6% | +3.2% |
| 1Y | +3.7% | +95.7% | -92.0% | +3.8% |
| 3Y | +13.8% | +2.0% | +11.9% | +13.9% |
| 5Y | +20.3% | +48.0% | -27.7% | +20.4% |
| 10Y | +26.2% | -38.3% | +64.5% | +26.3% |
| All | +31.3% | -39.3% | +70.6% | +31.9% |
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