-34.4%
DOW vs PTEN
-3.4%
-31.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -3.5% |
| 30D | -4.1% | +17.6% | -21.6% | -10.3% |
| 3M | -12.4% | +8.2% | -20.6% | -16.0% |
| 6M | -10.6% | +38.1% | -48.7% | -22.4% |
| YTD | +31.1% | +117.3% | -86.2% | -4.8% |
| 1Y | +30.5% | +146.1% | -115.6% | -10.2% |
| All | -34.4% | -3.4% | -31.0% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling