+99.6%
DE vs PTEN
+87.9%
+11.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.6% | +3.5% | -6.0% | -3.2% |
| 30D | +9.0% | +17.5% | -8.5% | +5.8% |
| 3M | +19.1% | +12.7% | +6.4% | +15.8% |
| 6M | +14.4% | +33.1% | -18.7% | +6.3% |
| YTD | +45.9% | +116.4% | -70.5% | +22.4% |
| 1Y | +43.6% | +141.2% | -97.6% | +16.9% |
| 3Y | +75.9% | -3.8% | +79.7% | +66.6% |
| All | +99.6% | +87.9% | +11.7% | +54.9% |
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