-61.6%
JD vs PTEN
+29.1%
-90.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.5% |
| 7D | +5.2% | -14.5% | +19.7% | +7.0% |
| 30D | +4.5% | -11.1% | +15.6% | +5.5% |
| 3M | -15.4% | -7.8% | -7.6% | -15.3% |
| 6M | -6.0% | -10.5% | +4.5% | -6.1% |
| YTD | +2.2% | +69.3% | -67.1% | -8.1% |
| 1Y | -6.7% | +70.5% | -77.2% | -16.3% |
| 3Y | +20.5% | -7.1% | +27.7% | +14.7% |
| All | -61.6% | +29.1% | -90.8% | -66.9% |
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