+1,453.3%
EXC vs PTEN
+1,509.4%
-56.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +0.1% | -14.5% | +14.5% | +1.4% |
| 30D | +9.0% | -11.1% | +20.2% | +10.0% |
| 3M | +3.3% | -7.8% | +11.1% | +3.6% |
| 6M | +5.7% | -10.5% | +16.2% | +5.8% |
| YTD | +7.3% | +69.3% | -61.9% | +0.5% |
| 1Y | +2.9% | +70.5% | -67.6% | -3.8% |
| 3Y | +29.3% | -7.1% | +36.4% | +25.0% |
| 5Y | +40.1% | +29.1% | +10.9% | +26.5% |
| 10Y | +197.7% | -44.5% | +242.2% | +156.3% |
| All | +1,453.3% | +1,509.4% | -56.1% | +961.7% |
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