+17,451.9%
COR vs PTEN
+1,823.8%
+15,628.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +4.5% | +31.2% | -26.7% | +1.7% |
| 3M | +22.7% | +2.0% | +20.6% | +21.8% |
| 6M | -9.7% | +42.4% | -52.1% | -13.4% |
| YTD | -1.4% | +109.2% | -110.6% | -9.0% |
| 1Y | +13.9% | +122.3% | -108.4% | +4.2% |
| 3Y | +94.0% | -5.6% | +99.5% | +88.0% |
| 5Y | +184.0% | +86.5% | +97.5% | +148.3% |
| 10Y | +406.8% | -22.1% | +428.9% | +329.6% |
| All | +17,451.9% | +1,823.8% | +15,628.1% | +9,464.6% |
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