+33.3%
CAPR vs PTEN
+135.1%
-101.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.8% | -6.8% |
| 7D | -12.6% | -1.7% | -11.0% | -11.3% |
| 30D | +124.4% | +18.6% | +105.8% | +87.4% |
| 3M | -66.8% | +12.5% | -79.2% | -68.9% |
| 6M | -71.8% | +41.9% | -113.7% | -85.0% |
| YTD | -70.1% | +117.8% | -187.8% | -94.9% |
| 1Y | +33.3% | +145.3% | -112.0% | -77.9% |
| All | +33.3% | +135.1% | -101.7% | -77.9% |
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