+86.9%
CBOE vs PTEN
-3.7%
+90.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.3% |
| 7D | -5.8% | +3.5% | -9.3% | -5.7% |
| 30D | -3.1% | +17.5% | -20.7% | -2.5% |
| 3M | -4.8% | +12.7% | -17.5% | -4.5% |
| 6M | -0.6% | +33.1% | -33.6% | +1.0% |
| YTD | +12.8% | +116.4% | -103.6% | +18.7% |
| 1Y | +19.8% | +141.2% | -121.4% | +27.4% |
| 3Y | +86.9% | -3.8% | +90.7% | +89.0% |
| All | +86.9% | -3.7% | +90.7% | +89.0% |
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