+24.3%
GME vs PTEN
-3.7%
+28.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +10.4% | +3.5% | +6.9% | +9.8% |
| 30D | +14.1% | +17.5% | -3.5% | +11.0% |
| 3M | -4.6% | +12.7% | -17.4% | -6.8% |
| 6M | -13.5% | +33.1% | -46.6% | -19.2% |
| YTD | +5.3% | +116.4% | -111.1% | -12.0% |
| 1Y | -14.9% | +141.2% | -156.1% | -31.1% |
| 3Y | +24.3% | -3.8% | +28.1% | +35.7% |
| All | +24.3% | -3.7% | +28.0% | +35.7% |
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 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