+8.5%
IR vs PTEN
-1.7%
+10.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -13.6% | +29.3% | -42.9% | -17.5% |
| 3M | +3.7% | +7.2% | -3.6% | +1.9% |
| 6M | -13.1% | +43.5% | -56.6% | -21.9% |
| YTD | -5.1% | +113.2% | -118.4% | -23.7% |
| 1Y | -6.5% | +135.1% | -141.5% | -27.5% |
| 3Y | +8.5% | -4.8% | +13.3% | -4.3% |
| All | +8.5% | -1.7% | +10.2% | -4.3% |
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