+8.1%
EWZ vs PTEN
+79.8%
-71.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +11.0% | +1.8% |
| 7D | -4.1% | -15.5% | +11.4% | -3.7% |
| 30D | -25.0% | -7.8% | -17.2% | -25.0% |
| 3M | -10.6% | +6.4% | -17.0% | -10.9% |
| 6M | -16.6% | -11.9% | -4.7% | -16.6% |
| YTD | +2.5% | +79.4% | -76.9% | -11.5% |
| 1Y | +8.1% | +84.9% | -76.8% | -7.0% |
| All | +8.1% | +79.8% | -71.8% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling