+59.2%
DD vs PTEN
+89.8%
-30.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -3.8% | -1.7% | -2.1% | -3.5% |
| 30D | -9.2% | +18.6% | -27.8% | -12.2% |
| 3M | -9.0% | +12.5% | -21.4% | -11.8% |
| 6M | -5.0% | +41.9% | -46.8% | -13.4% |
| YTD | +7.4% | +117.8% | -110.4% | -11.4% |
| 1Y | +35.1% | +145.3% | -110.2% | +7.5% |
| 3Y | +43.2% | -2.8% | +46.0% | +32.6% |
| All | +59.2% | +89.8% | -30.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling