+7,843.3%
FIX vs PTEN
+163.3%
+7,680.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -17.5% | -25.5% | +8.1% | -12.5% |
| 30D | -41.6% | -11.7% | -29.9% | -40.1% |
| 3M | -40.6% | -0.5% | -40.1% | -40.7% |
| 6M | -49.4% | -12.9% | -36.5% | -48.6% |
| YTD | +9.2% | +67.1% | -57.9% | -3.4% |
| 1Y | +6.5% | +70.5% | -64.1% | -6.4% |
| 3Y | +448.7% | -10.4% | +459.2% | +430.1% |
| 5Y | +948.7% | +23.7% | +925.1% | +798.9% |
| 10Y | +3,659.7% | -42.7% | +3,702.4% | +2,964.2% |
| All | +7,843.3% | +163.3% | +7,680.1% | +4,875.6% |
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