+47.2%
CAPR vs PTEN
+79.8%
-32.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.4% | +17.6% | +16.3% |
| 7D | +43.2% | -15.5% | +58.7% | +58.6% |
| 30D | +14.7% | -7.8% | +22.4% | +13.3% |
| 3M | +113.9% | +6.4% | +107.5% | +68.9% |
| 6M | -73.4% | -11.9% | -61.5% | -72.0% |
| YTD | -69.1% | +79.4% | -148.5% | -99.2% |
| 1Y | +47.2% | +84.9% | -37.7% | -99.1% |
| All | +47.2% | +79.8% | -32.6% | -99.1% |
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