+459.9%
DDOG vs PTEN
+55.9%
+404.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -6.1% | -1.0% | -5.1% | -6.0% |
| 30D | -10.1% | +29.3% | -39.4% | -12.7% |
| 3M | -9.3% | +7.2% | -16.5% | -10.5% |
| 6M | +67.2% | +43.5% | +23.6% | +58.7% |
| YTD | +54.6% | +113.2% | -58.6% | +39.4% |
| 1Y | +54.1% | +135.1% | -81.0% | +36.9% |
| 3Y | +115.3% | -4.8% | +120.1% | +106.6% |
| 5Y | +50.6% | +94.6% | -44.0% | +32.3% |
| All | +459.9% | +55.9% | +404.0% | +367.0% |
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