+24.2%
FIX vs PTEN
+90.8%
-66.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.8% |
| 7D | +9.4% | +10.6% | -1.2% | +7.9% |
| 30D | -27.8% | -4.9% | -22.8% | -27.2% |
| 3M | -35.6% | +1.4% | -37.0% | -35.1% |
| 6M | -45.2% | -7.0% | -38.2% | -45.2% |
| YTD | +19.5% | +84.8% | -65.3% | 0.0% |
| 1Y | +24.2% | +95.7% | -71.4% | +0.5% |
| All | +24.2% | +90.8% | -66.6% | +0.5% |
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