+1,332.9%
DUK vs PTEN
+1,970.6%
-637.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | +0.2% | +18.6% | -18.3% | -0.9% |
| 3M | -1.9% | +12.5% | -14.3% | -2.9% |
| 6M | -6.5% | +41.9% | -48.4% | -9.1% |
| YTD | +5.4% | +117.8% | -112.4% | -0.4% |
| 1Y | +3.6% | +145.3% | -141.8% | -3.2% |
| 3Y | +48.1% | -2.8% | +50.9% | +44.8% |
| 5Y | +39.6% | +93.4% | -53.8% | +27.0% |
| 10Y | +131.8% | -16.6% | +148.4% | +103.3% |
| All | +1,332.9% | +1,970.6% | -637.8% | +921.9% |
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