+2.7%
EWZ vs PTEN
+69.7%
-67.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +1.3% | -14.5% | +15.8% | +1.6% |
| 30D | -26.2% | -11.1% | -15.0% | -26.1% |
| 3M | -8.6% | -7.8% | -0.8% | -8.6% |
| 6M | -17.0% | -10.5% | -6.5% | -17.0% |
| YTD | +2.2% | +69.3% | -67.1% | -11.4% |
| 1Y | +2.7% | +70.5% | -67.9% | -11.4% |
| All | +2.7% | +69.7% | -67.0% | -11.4% |
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 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