-44.8%
COMP vs PTEN
+103.4%
-148.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -13.3% | +31.2% | -44.6% | -17.6% |
| 3M | +41.1% | +2.0% | +39.1% | +39.0% |
| 6M | +17.2% | +42.4% | -25.2% | +4.5% |
| YTD | +5.2% | +109.2% | -104.0% | -15.0% |
| 1Y | +18.9% | +122.3% | -103.4% | -6.5% |
| 3Y | +215.9% | -5.6% | +221.5% | +198.5% |
| 5Y | -31.2% | +86.5% | -117.7% | -44.4% |
| All | -44.8% | +103.4% | -148.2% | -55.2% |
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