+793.0%
BKNG vs PTEN
+525.8%
+267.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -10.0% | +3.5% | -13.5% | -10.6% |
| 30D | -18.1% | +17.5% | -35.6% | -20.6% |
| 3M | +6.3% | +12.7% | -6.4% | +2.6% |
| 6M | +0.8% | +33.1% | -32.2% | -6.8% |
| YTD | -18.4% | +116.4% | -134.9% | -31.6% |
| 1Y | -20.4% | +141.2% | -161.6% | -35.1% |
| 3Y | +39.5% | -3.8% | +43.3% | +29.9% |
| 5Y | +92.7% | +92.7% | 0.0% | +47.3% |
| 10Y | +214.1% | -17.1% | +231.1% | +128.0% |
| All | +793.0% | +525.8% | +267.1% | +776.5% |
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 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