-54.2%
DOCS vs PTEN
+22.3%
-76.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -25.5% | +24.8% | +2.5% |
| 30D | +17.4% | -11.7% | +29.1% | +18.6% |
| 3M | +57.4% | -0.5% | +57.9% | +55.7% |
| 6M | +26.5% | -12.9% | +39.4% | +26.6% |
| YTD | -26.6% | +67.1% | -93.7% | -35.4% |
| 1Y | -48.1% | +70.5% | -118.6% | -54.4% |
| 3Y | +52.6% | -10.4% | +63.1% | +43.1% |
| All | -54.2% | +22.3% | -76.6% | -59.6% |
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