+2,105.4%
FIX vs PTEN
+90.4%
+2,015.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -7.2% | +31.2% | -38.5% | -12.3% |
| 3M | -15.9% | +2.0% | -17.9% | -16.8% |
| 6M | +12.7% | +42.4% | -29.7% | +2.4% |
| YTD | +72.8% | +109.2% | -36.4% | +43.7% |
| 1Y | +122.9% | +122.3% | +0.6% | +81.7% |
| 3Y | +774.3% | -5.6% | +779.9% | +713.5% |
| All | +2,105.4% | +90.4% | +2,015.0% | +1,561.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling