+72.5%
CART vs PTEN
-29.3%
+101.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | -25.5% | +28.5% | +5.3% |
| 30D | +28.6% | -11.7% | +40.2% | +29.5% |
| 3M | +29.1% | -0.5% | +29.6% | +28.2% |
| 6M | +44.7% | -12.9% | +57.6% | +45.1% |
| YTD | +29.2% | +67.1% | -37.9% | +19.5% |
| 1Y | +66.2% | +70.5% | -4.4% | +52.9% |
| 3Y | +112.8% | -10.4% | +123.3% | +100.0% |
| All | +72.5% | -29.3% | +101.7% | +57.1% |
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