+627.7%
GEV vs PTEN
+23.2%
+604.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.6% |
| 7D | +3.2% | -1.7% | +4.8% | +3.5% |
| 30D | -4.0% | +18.6% | -22.6% | -8.0% |
| 3M | +3.4% | +12.5% | -9.0% | -0.4% |
| 6M | +14.7% | +41.9% | -27.2% | +0.9% |
| YTD | +45.8% | +117.8% | -72.0% | +10.4% |
| 1Y | +57.4% | +145.3% | -87.9% | +13.1% |
| All | +627.7% | +23.2% | +604.4% | +516.8% |
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