+51.5%
CART vs PTEN
-11.4%
+63.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +12.6% | +31.2% | -18.6% | +9.7% |
| 3M | +23.1% | +2.0% | +21.1% | +22.7% |
| 6M | +39.5% | +42.4% | -2.9% | +33.8% |
| YTD | +13.5% | +109.2% | -95.7% | +3.5% |
| 1Y | +14.9% | +122.3% | -107.4% | +3.5% |
| All | +51.5% | -11.4% | +63.0% | +36.1% |
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 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