-42.6%
BROS vs PTEN
+49.0%
-91.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.9% |
| 7D | +6.3% | +10.6% | -4.3% | +4.2% |
| 30D | -8.3% | -4.9% | -3.4% | -7.7% |
| 3M | -29.8% | +1.4% | -31.2% | -30.5% |
| 6M | -25.8% | -7.0% | -18.8% | -26.2% |
| YTD | -41.4% | +84.8% | -126.1% | -52.1% |
| 1Y | -35.2% | +95.7% | -130.8% | -48.0% |
| 3Y | +32.8% | +2.0% | +30.8% | +19.9% |
| All | -42.6% | +49.0% | -91.6% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling