+23.7%
DBX vs PTEN
-3.1%
+26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.1% |
| 7D | +0.3% | -1.7% | +1.9% | +0.4% |
| 30D | 0.0% | +18.6% | -18.6% | -1.9% |
| 3M | +26.1% | +12.5% | +13.7% | +24.3% |
| 6M | +29.4% | +41.9% | -12.5% | +22.5% |
| YTD | +24.4% | +117.8% | -93.4% | +9.7% |
| 1Y | +10.9% | +145.3% | -134.5% | -4.9% |
| All | +23.7% | -3.1% | +26.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling