+1,227.1%
DD vs PTEN
+1,656.8%
-429.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.1% |
| 7D | +5.0% | +10.6% | -5.6% | +3.0% |
| 30D | +19.7% | -4.9% | +24.6% | +20.3% |
| 3M | +7.2% | +1.4% | +5.7% | +6.1% |
| 6M | +1.0% | -7.0% | +8.1% | +0.5% |
| YTD | +29.1% | +84.8% | -55.7% | +11.5% |
| 1Y | +28.5% | +95.7% | -67.2% | +9.7% |
| 3Y | +89.4% | +2.0% | +87.5% | +77.0% |
| 5Y | +67.1% | +48.0% | +19.2% | +38.1% |
| 10Y | +97.5% | -38.3% | +135.9% | +58.9% |
| All | +1,227.1% | +1,656.8% | -429.6% | +761.5% |
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