+32.0%
DD vs PTEN
+148.3%
-116.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | +3.5% | -7.0% | -3.4% |
| 30D | -11.7% | +17.5% | -29.2% | -11.1% |
| 3M | -9.2% | +12.7% | -22.0% | -8.4% |
| 6M | -7.2% | +33.1% | -40.3% | -7.1% |
| YTD | +6.6% | +116.4% | -109.8% | +2.2% |
| 1Y | +32.0% | +141.2% | -109.2% | +22.7% |
| All | +32.0% | +148.3% | -116.3% | +22.7% |
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