+52.1%
JD vs PTEN
-58.9%
+111.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | +4.2% | -8.0% | +12.3% | +4.8% |
| 3M | -12.8% | -5.0% | -7.7% | -12.8% |
| 6M | -8.8% | -10.6% | +1.9% | -8.7% |
| YTD | +0.5% | +75.5% | -75.0% | -8.3% |
| 1Y | -8.8% | +70.2% | -78.9% | -16.6% |
| 3Y | +18.6% | -3.7% | +22.3% | +13.4% |
| 5Y | -62.2% | +34.9% | -97.2% | -66.4% |
| 10Y | +32.2% | -41.4% | +73.7% | +17.2% |
| All | +52.1% | -58.9% | +111.0% | +48.4% |
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