-49.3%
COMP vs PTEN
+62.4%
-111.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.8% |
| 7D | +13.4% | -25.5% | +39.0% | +18.1% |
| 30D | +11.1% | -11.7% | +22.8% | +12.3% |
| 3M | -18.8% | -0.5% | -18.3% | -20.1% |
| 6M | +10.5% | -12.9% | +23.4% | +9.9% |
| YTD | -3.4% | +67.1% | -70.5% | -19.9% |
| 1Y | +19.7% | +70.5% | -50.8% | -1.6% |
| 3Y | +381.6% | -10.4% | +392.1% | +345.7% |
| 5Y | -17.6% | +23.7% | -41.2% | -29.3% |
| All | -49.3% | +62.4% | -111.8% | -57.8% |
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