+5.8%
DASH vs PTEN
+175.6%
-169.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.3% | -5.5% |
| 7D | -11.2% | -1.0% | -10.2% | -11.1% |
| 30D | -7.3% | +29.3% | -36.6% | -9.8% |
| 3M | +31.4% | +7.2% | +24.2% | +29.8% |
| 6M | +11.9% | +43.5% | -31.7% | +5.8% |
| YTD | -11.5% | +113.2% | -124.7% | -20.7% |
| 1Y | -20.0% | +135.1% | -155.1% | -29.5% |
| 3Y | +143.9% | -4.8% | +148.8% | +131.7% |
| 5Y | -0.2% | +94.6% | -94.8% | -6.4% |
| All | +5.8% | +175.6% | -169.8% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling