+48.7%
CAPR vs PTEN
-3.6%
+52.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | +139.2% | +31.2% | +108.0% | +107.3% |
| 3M | -66.4% | +2.0% | -68.4% | -65.7% |
| 6M | -63.1% | +42.4% | -105.5% | -69.6% |
| YTD | -67.4% | +109.2% | -176.6% | -78.7% |
| 1Y | +58.2% | +122.3% | -64.1% | +2.6% |
| All | +48.7% | -3.6% | +52.3% | +64.4% |
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