+1,014.0%
CBOE vs PTEN
+18.0%
+996.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.7% | +2.8% | -6.5% | -3.8% |
| 30D | +2.0% | +17.6% | -15.6% | +1.0% |
| 3M | -4.2% | +8.2% | -12.4% | -4.9% |
| 6M | +1.2% | +38.1% | -36.9% | -1.0% |
| YTD | +15.4% | +117.3% | -101.9% | +10.0% |
| 1Y | +23.5% | +146.1% | -122.6% | +16.6% |
| 3Y | +93.2% | -3.0% | +96.2% | +90.3% |
| 5Y | +142.0% | +93.5% | +48.5% | +120.2% |
| 10Y | +379.2% | -16.8% | +395.9% | +319.6% |
| All | +1,014.0% | +18.0% | +996.0% | +843.2% |
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