+75.8%
BND vs PTEN
-17.8%
+93.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.2% |
| 7D | -0.1% | -1.7% | +1.5% | -0.1% |
| 30D | -0.2% | +18.6% | -18.8% | -0.1% |
| 3M | -0.7% | +12.5% | -13.1% | -0.6% |
| 6M | -1.7% | +41.9% | -43.5% | -1.4% |
| YTD | -0.5% | +117.8% | -118.3% | 0.0% |
| 1Y | +0.4% | +145.3% | -145.0% | +1.0% |
| 3Y | +13.1% | -2.8% | +16.0% | +13.4% |
| 5Y | -2.1% | +93.4% | -95.5% | -1.2% |
| 10Y | +15.7% | -16.6% | +32.3% | +16.5% |
| All | +75.8% | -17.8% | +93.6% | +78.5% |
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