-38.7%
DOCS vs PTEN
+9.1%
-47.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -25.5% | +24.8% | +2.4% |
| 30D | +17.4% | -11.7% | +29.1% | +18.6% |
| 3M | +57.4% | -0.5% | +57.9% | +55.8% |
| 6M | +26.5% | -12.9% | +39.4% | +26.6% |
| YTD | -26.6% | +67.1% | -93.7% | -34.9% |
| 1Y | -48.1% | +70.5% | -118.6% | -54.1% |
| 3Y | +52.6% | -10.4% | +63.1% | +43.6% |
| 5Y | -52.1% | +23.7% | -75.7% | -57.0% |
| All | -38.7% | +9.1% | -47.7% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling