+5,734.1%
IT vs PTEN
+1,889.0%
+3,845.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | -6.0% | +0.7% | -6.7% | -6.2% |
| 30D | 0.0% | +31.2% | -31.2% | -4.0% |
| 3M | +13.1% | +2.0% | +11.0% | +11.7% |
| 6M | +11.7% | +42.4% | -30.7% | +4.7% |
| YTD | -26.1% | +109.2% | -135.3% | -34.7% |
| 1Y | -21.3% | +122.3% | -143.6% | -31.3% |
| 3Y | -46.7% | -5.6% | -41.2% | -49.0% |
| 5Y | -40.5% | +86.5% | -127.0% | -50.9% |
| 10Y | +103.9% | -22.1% | +126.0% | +62.0% |
| All | +5,734.1% | +1,889.0% | +3,845.1% | +3,094.3% |
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 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