+722.5%
GIS vs PTEN
+1,927.4%
-1,204.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -8.3% | -1.0% | -7.3% | -8.2% |
| 30D | +2.2% | +29.3% | -27.1% | +1.4% |
| 3M | +15.7% | +7.2% | +8.5% | +15.3% |
| 6M | -12.0% | +43.5% | -55.5% | -13.2% |
| YTD | -15.0% | +113.2% | -128.2% | -17.2% |
| 1Y | -20.1% | +135.1% | -155.2% | -22.5% |
| 3Y | -34.6% | -4.8% | -29.8% | -35.3% |
| 5Y | -22.8% | +94.6% | -117.5% | -26.2% |
| 10Y | -18.5% | -24.2% | +5.7% | -22.5% |
| All | +722.5% | +1,927.4% | -1,204.9% | +595.0% |
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