+96.7%
BURL vs PTEN
-9.2%
+105.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +7.7% | -16.4% | +24.1% | +9.5% |
| 30D | -7.1% | -12.8% | +5.7% | -6.3% |
| 3M | -30.3% | +0.7% | -31.0% | -31.5% |
| 6M | -15.5% | -12.2% | -3.4% | -15.9% |
| YTD | -11.0% | +66.1% | -77.0% | -23.8% |
| 1Y | -8.4% | +69.2% | -77.7% | -22.2% |
| 3Y | +96.7% | -8.2% | +104.9% | +95.6% |
| All | +96.7% | -9.2% | +105.9% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling