+63.8%
DIA vs PTEN
+89.3%
-25.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.0% | +2.8% | -5.8% | -3.3% |
| 30D | -3.0% | +17.6% | -20.6% | -4.8% |
| 3M | +4.5% | +8.2% | -3.7% | +3.2% |
| 6M | +9.8% | +38.1% | -28.3% | +4.5% |
| YTD | +9.3% | +117.3% | -108.0% | -2.1% |
| 1Y | +16.0% | +146.1% | -130.1% | +1.7% |
| 3Y | +57.7% | -3.0% | +60.8% | +50.8% |
| 5Y | +63.8% | +93.5% | -29.7% | +40.1% |
| All | +63.8% | +89.3% | -25.6% | +40.1% |
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