+4.1%
BOXX vs PTEN
+79.8%
-75.8%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | 0.0% |
| 7D | +0.1% | -15.5% | +15.6% | +0.1% |
| 30D | +0.4% | -7.8% | +8.1% | +0.4% |
| 3M | +1.0% | +6.4% | -5.4% | +1.0% |
| 6M | +2.0% | -11.9% | +13.8% | +2.0% |
| YTD | +3.3% | +79.4% | -76.1% | +3.2% |
| 1Y | +4.1% | +84.9% | -80.9% | +4.0% |
| All | +4.1% | +79.8% | -75.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling