+202.4%
COPX vs PTEN
+16.8%
+185.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.5% |
| 7D | +5.8% | -1.0% | +6.8% | +6.0% |
| 30D | +7.2% | +29.3% | -22.1% | -1.1% |
| 3M | +16.5% | +7.2% | +9.3% | +12.2% |
| 6M | +18.4% | +43.5% | -25.1% | +2.1% |
| YTD | +31.9% | +113.2% | -81.3% | 0.0% |
| 1Y | +88.5% | +135.1% | -46.6% | +37.3% |
| 3Y | +173.1% | -4.8% | +177.9% | +149.2% |
| 5Y | +193.1% | +94.6% | +98.5% | +94.8% |
| 10Y | +591.7% | -24.2% | +615.9% | +362.3% |
| All | +202.4% | +16.8% | +185.7% | +24.6% |
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