-61.6%
JD vs PTEN
+94.7%
-156.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.8% |
| 30D | -19.3% | +18.6% | -37.9% | -21.2% |
| 3M | -6.0% | +12.5% | -18.5% | -7.9% |
| 6M | +1.8% | +41.9% | -40.1% | -4.3% |
| YTD | -2.6% | +117.8% | -120.4% | -14.3% |
| 1Y | -17.4% | +145.3% | -162.8% | -29.0% |
| 3Y | -8.6% | -2.8% | -5.8% | -12.6% |
| 5Y | -61.6% | +93.4% | -155.0% | -67.2% |
| All | -61.6% | +94.7% | -156.3% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling