+1,033.3%
DD vs PTEN
+1,927.4%
-894.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -7.4% | +29.3% | -36.7% | -12.0% |
| 3M | -6.4% | +7.2% | -13.7% | -8.6% |
| 6M | -2.5% | +43.5% | -46.0% | -10.8% |
| YTD | +10.2% | +113.2% | -103.0% | -6.7% |
| 1Y | +36.9% | +135.1% | -98.1% | +13.0% |
| 3Y | +47.0% | -4.8% | +51.9% | +39.5% |
| 5Y | +63.1% | +94.6% | -31.5% | +28.5% |
| 10Y | +68.2% | -24.2% | +92.4% | +30.8% |
| All | +1,033.3% | +1,927.4% | -894.1% | +620.8% |
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