+18.7%
DBX vs PTEN
-18.2%
+37.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.9% | -3.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | -2.9% | +29.3% | -32.2% | -6.0% |
| 3M | +23.8% | +7.2% | +16.6% | +22.0% |
| 6M | +26.2% | +43.5% | -17.3% | +19.2% |
| YTD | +21.6% | +113.2% | -91.6% | +9.0% |
| 1Y | +11.4% | +135.1% | -123.6% | -1.9% |
| 3Y | +21.3% | -4.8% | +26.1% | +16.5% |
| 5Y | +6.7% | +94.6% | -88.0% | -9.8% |
| All | +18.7% | -18.2% | +37.0% | -10.5% |
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