-99.9%
DFNS vs PTEN
+299.5%
-399.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -16.0% | +0.7% | -16.7% | -15.8% |
| 30D | -77.7% | +31.2% | -108.9% | -76.9% |
| 3M | -77.2% | +2.0% | -79.2% | -76.3% |
| 6M | -95.2% | +42.4% | -137.6% | -94.9% |
| YTD | -98.0% | +109.2% | -207.2% | -97.8% |
| 1Y | -98.3% | +122.3% | -220.6% | -98.1% |
| 3Y | -99.9% | -5.6% | -94.3% | -99.9% |
| 5Y | -99.9% | +86.5% | -186.4% | -99.8% |
| All | -99.9% | +299.5% | -399.3% | -99.8% |
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