-10.6%
BITO vs PTEN
+63.1%
-73.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | +21.4% | +17.5% | +3.9% | +17.9% |
| 3M | +20.5% | +12.7% | +7.8% | +17.1% |
| 6M | +7.4% | +33.1% | -25.7% | -0.1% |
| YTD | -13.9% | +116.4% | -130.3% | -27.6% |
| 1Y | -35.1% | +141.2% | -176.2% | -46.8% |
| 3Y | +156.8% | -3.8% | +160.6% | +141.6% |
| All | -10.6% | +63.1% | -73.7% | -29.9% |
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