+23.3%
BTDR vs PTEN
+84.4%
-61.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.9% |
| 7D | +14.8% | -1.7% | +16.5% | +14.9% |
| 30D | +41.8% | +18.6% | +23.2% | +39.2% |
| 3M | -29.2% | +12.5% | -41.6% | -30.5% |
| 6M | +66.2% | +41.9% | +24.3% | +55.6% |
| YTD | +10.0% | +117.8% | -107.8% | -3.9% |
| 1Y | -11.0% | +145.3% | -156.3% | -23.7% |
| 3Y | +6.9% | -2.8% | +9.7% | -7.9% |
| 5Y | +24.7% | +93.4% | -68.7% | +9.1% |
| All | +23.3% | +84.4% | -61.1% | +7.5% |
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