+13.8%
FIX vs PTEN
+69.7%
-55.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -13.9% | -14.5% | +0.5% | -12.2% |
| 30D | -35.5% | -11.1% | -24.4% | -34.3% |
| 3M | -33.9% | -7.8% | -26.1% | -32.7% |
| 6M | -43.3% | -10.5% | -32.8% | -42.6% |
| YTD | +18.7% | +69.3% | -50.6% | +3.1% |
| 1Y | +13.8% | +70.5% | -56.8% | -1.1% |
| All | +13.8% | +69.7% | -55.9% | -1.1% |
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