+291.3%
IR vs PTEN
-27.7%
+319.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -15.1% | +31.2% | -46.4% | -20.8% |
| 3M | +6.1% | +2.0% | +4.0% | +3.8% |
| 6M | -16.8% | +42.4% | -59.2% | -26.3% |
| YTD | -3.5% | +109.2% | -112.7% | -22.8% |
| 1Y | -3.5% | +122.3% | -125.8% | -24.6% |
| 3Y | +9.5% | -5.6% | +15.0% | +1.7% |
| 5Y | +45.1% | +86.5% | -41.4% | +3.0% |
| All | +291.3% | -27.7% | +319.0% | +199.0% |
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