+16.6%
GS vs PTEN
+75.7%
-59.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +2.0% |
| 7D | -0.1% | -2.2% | +2.0% | -0.2% |
| 30D | +3.7% | -8.0% | +11.7% | +3.2% |
| 3M | -10.0% | -5.0% | -4.9% | -10.1% |
| 6M | -1.0% | -10.6% | +9.6% | -1.5% |
| YTD | +7.0% | +75.5% | -68.5% | +0.1% |
| 1Y | +16.6% | +70.2% | -53.5% | +9.4% |
| All | +16.6% | +75.7% | -59.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling