-100.0%
DFNS vs PTEN
+243.2%
-343.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +2.4% | -21.8% | -19.1% |
| 7D | -12.7% | +7.2% | -19.9% | -12.0% |
| 30D | -65.2% | -7.4% | -57.8% | -65.5% |
| 3M | -94.6% | -2.4% | -92.2% | -94.6% |
| 6M | -96.2% | -10.0% | -86.2% | -96.2% |
| YTD | -99.6% | +79.7% | -179.3% | -99.6% |
| 1Y | -99.7% | +86.5% | -186.2% | -99.7% |
| 3Y | -100.0% | -1.4% | -98.6% | -100.0% |
| 5Y | -100.0% | +43.9% | -143.9% | -100.0% |
| All | -100.0% | +243.2% | -343.1% | -100.0% |
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