+1,604.2%
CCJ vs PTEN
+1,028.5%
+575.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +5.9% | -1.0% | +6.9% | +6.1% |
| 30D | +4.7% | +29.3% | -24.6% | -2.1% |
| 3M | -3.3% | +7.2% | -10.5% | -6.4% |
| 6M | -7.0% | +43.5% | -50.6% | -17.5% |
| YTD | +11.5% | +113.2% | -101.8% | -10.5% |
| 1Y | +32.3% | +135.1% | -102.8% | +2.6% |
| 3Y | +176.8% | -4.8% | +181.7% | +157.0% |
| 5Y | +351.8% | +94.6% | +257.2% | +235.3% |
| 10Y | +1,080.5% | -24.2% | +1,104.7% | +773.6% |
| All | +1,604.2% | +1,028.5% | +575.7% | +897.5% |
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