-96.5%
DFNS vs PTEN
-8.0%
-88.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -2.8% |
| 7D | -6.0% | +10.6% | -16.6% | +3.4% |
| 30D | -71.2% | -4.9% | -66.2% | -72.9% |
| 3M | -94.5% | +1.4% | -96.0% | -94.3% |
| 6M | -96.5% | -7.0% | -89.5% | -94.7% |
| All | -96.5% | -8.0% | -88.5% | -94.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling