+14.4%
FIX vs PTEN
+79.8%
-65.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.4% | -5.7% | -14.1% |
| 7D | -18.9% | -15.5% | -3.4% | -17.6% |
| 30D | -36.3% | -7.8% | -28.5% | -35.6% |
| 3M | -38.5% | +6.4% | -44.9% | -38.0% |
| 6M | -42.3% | -11.9% | -30.4% | -42.1% |
| YTD | +17.1% | +79.4% | -62.3% | +0.2% |
| 1Y | +14.4% | +84.9% | -70.5% | -2.1% |
| All | +14.4% | +79.8% | -65.4% | -2.1% |
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