+35.4%
DD vs PTEN
+79.8%
-44.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.4% | +7.6% | -2.1% |
| 7D | +8.7% | -15.5% | +24.2% | +8.0% |
| 30D | +15.3% | -7.8% | +23.1% | +15.0% |
| 3M | +5.9% | +6.4% | -0.5% | +6.7% |
| 6M | +11.6% | -11.9% | +23.4% | +12.1% |
| YTD | +26.5% | +79.4% | -52.8% | +16.9% |
| 1Y | +35.4% | +84.9% | -49.5% | +23.9% |
| All | +35.4% | +79.8% | -44.4% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling