+258.1%
GDX vs PTEN
-3.1%
+261.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.0% |
| 7D | +1.9% | -1.7% | +3.6% | +1.9% |
| 30D | +9.9% | +18.6% | -8.7% | +9.2% |
| 3M | +28.2% | +12.5% | +15.7% | +27.5% |
| 6M | -2.9% | +41.9% | -44.8% | -5.9% |
| YTD | +16.0% | +117.8% | -101.8% | +7.2% |
| 1Y | +49.9% | +145.3% | -95.4% | +36.2% |
| All | +258.1% | -3.1% | +261.3% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling