+117.6%
DT vs PTEN
+32.1%
+85.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | +2.0% | +31.2% | -29.2% | -2.0% |
| 3M | +20.0% | +2.0% | +18.0% | +18.7% |
| 6M | +39.3% | +42.4% | -3.1% | +30.7% |
| YTD | +19.8% | +109.2% | -89.4% | +5.8% |
| 1Y | +4.3% | +122.3% | -118.0% | -9.2% |
| 3Y | +7.7% | -5.6% | +13.3% | +3.0% |
| 5Y | -26.8% | +86.5% | -113.3% | -38.4% |
| All | +117.6% | +32.1% | +85.5% | +58.4% |
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