+19.7%
BROS vs PTEN
+80.0%
-60.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -5.8% | +3.5% | -9.2% | -6.3% |
| 30D | -14.0% | +17.5% | -31.5% | -16.6% |
| 3M | -32.5% | +12.7% | -45.2% | -34.6% |
| 6M | -14.9% | +33.1% | -48.0% | -21.9% |
| YTD | -28.3% | +116.4% | -144.7% | -41.7% |
| 1Y | -34.0% | +141.2% | -175.2% | -48.3% |
| 3Y | +63.0% | -3.8% | +66.7% | +51.2% |
| All | +19.7% | +80.0% | -60.3% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling