-10.4%
DOW vs PTEN
+7.8%
-18.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +2.0% | +29.3% | -27.3% | -6.1% |
| 3M | -12.5% | +7.2% | -19.8% | -15.0% |
| 6M | -9.2% | +43.5% | -52.7% | -19.5% |
| YTD | +30.8% | +113.2% | -82.5% | +2.5% |
| 1Y | +29.4% | +135.1% | -105.7% | -2.0% |
| 3Y | -34.6% | -4.8% | -29.7% | -38.3% |
| 5Y | -35.9% | +94.6% | -130.6% | -55.9% |
| All | -10.4% | +7.8% | -18.2% | -47.2% |
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 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