-50.3%
DOCS vs PTEN
+36.5%
-86.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +21.8% | +31.2% | -9.4% | +17.2% |
| 3M | +27.3% | +2.0% | +25.3% | +26.3% |
| 6M | -0.3% | +42.4% | -42.7% | -6.9% |
| YTD | -40.5% | +109.2% | -149.7% | -48.3% |
| 1Y | -61.5% | +122.3% | -183.8% | -67.1% |
| 3Y | +8.2% | -5.6% | +13.7% | +1.6% |
| 5Y | -73.4% | +86.5% | -159.9% | -77.7% |
| All | -50.3% | +36.5% | -86.8% | -60.4% |
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