-25.9%
CCJ vs PTEN
+79.8%
-105.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.4% | +8.1% | -1.3% |
| 7D | -14.5% | -15.5% | +1.0% | -14.6% |
| 30D | -18.1% | -7.8% | -10.3% | -17.9% |
| 3M | -23.0% | +6.4% | -29.4% | -22.7% |
| 6M | -39.4% | -11.9% | -27.5% | -39.2% |
| YTD | -21.7% | +79.4% | -101.0% | -36.8% |
| 1Y | -25.9% | +84.9% | -110.8% | -40.4% |
| All | -25.9% | +79.8% | -105.7% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling