+151.7%
HYG vs PTEN
-19.3%
+171.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.7% | +3.5% | -4.2% | -1.0% |
| 30D | -0.7% | +17.5% | -18.3% | -2.0% |
| 3M | -0.2% | +12.7% | -12.9% | -1.5% |
| 6M | +1.4% | +33.1% | -31.7% | -1.5% |
| YTD | +1.5% | +116.4% | -115.0% | -5.4% |
| 1Y | +2.9% | +141.2% | -138.3% | -5.2% |
| 3Y | +25.6% | -3.8% | +29.4% | +22.4% |
| 5Y | +18.6% | +92.7% | -74.1% | +5.4% |
| 10Y | +55.7% | -17.1% | +72.8% | +34.5% |
| All | +151.7% | -19.3% | +171.0% | +82.5% |
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