-37.4%
DOCS vs PTEN
+17.3%
-54.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | +0.1% | +7.2% | -7.2% | -0.7% |
| 30D | +8.7% | -7.4% | +16.1% | +9.2% |
| 3M | +32.9% | -2.4% | +35.3% | +32.2% |
| 6M | +25.5% | -10.0% | +35.5% | +25.4% |
| YTD | -25.0% | +79.7% | -104.7% | -34.0% |
| 1Y | -34.9% | +86.5% | -121.4% | -43.1% |
| 3Y | +39.3% | -1.4% | +40.7% | +29.6% |
| 5Y | -54.8% | +43.9% | -98.7% | -60.2% |
| All | -37.4% | +17.3% | -54.7% | -49.5% |
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