-26.7%
DT vs PTEN
+89.3%
-116.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -2.5% | +2.8% | -5.3% | -2.9% |
| 30D | +3.5% | +17.6% | -14.0% | +0.9% |
| 3M | +26.7% | +8.2% | +18.5% | +24.4% |
| 6M | +36.1% | +38.1% | -2.0% | +27.6% |
| YTD | +18.6% | +117.3% | -98.6% | +2.3% |
| 1Y | +7.9% | +146.1% | -138.2% | -9.6% |
| 3Y | +8.6% | -3.0% | +11.6% | +2.9% |
| 5Y | -26.7% | +93.5% | -120.1% | -40.5% |
| All | -26.7% | +89.3% | -116.0% | -40.5% |
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 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