-98.0%
CAPR vs PTEN
-21.5%
-76.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.2% |
| 7D | -9.5% | -1.0% | -8.5% | -9.2% |
| 30D | +121.5% | +29.3% | +92.2% | +104.0% |
| 3M | -65.4% | +7.2% | -72.6% | -65.5% |
| 6M | -67.5% | +43.5% | -111.1% | -70.9% |
| YTD | -68.6% | +113.2% | -181.8% | -75.3% |
| 1Y | +42.7% | +135.1% | -92.4% | +9.8% |
| 3Y | +43.4% | -4.8% | +48.2% | +35.8% |
| 5Y | +86.0% | +94.6% | -8.6% | +26.8% |
| 10Y | -77.4% | -24.2% | -53.2% | -88.4% |
| All | -98.0% | -21.5% | -76.5% | -98.9% |
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 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