+432.5%
EWZ vs PTEN
+30.8%
+401.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +4.8% | +31.2% | -26.4% | -3.7% |
| 3M | +9.9% | +2.0% | +7.9% | +7.5% |
| 6M | +1.9% | +42.4% | -40.5% | -11.2% |
| YTD | +20.3% | +109.2% | -88.9% | -7.0% |
| 1Y | +35.6% | +122.3% | -86.7% | +1.9% |
| 3Y | +43.4% | -5.6% | +49.0% | +29.8% |
| 5Y | +55.9% | +86.5% | -30.6% | +1.8% |
| 10Y | +84.2% | -22.1% | +106.3% | +13.1% |
| All | +432.5% | +30.8% | +401.7% | +125.2% |
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