+1,071.7%
KEYS vs PTEN
-31.4%
+1,103.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -1.0% |
| 7D | +2.9% | -1.7% | +4.6% | +3.1% |
| 30D | -1.3% | +18.6% | -19.9% | -3.7% |
| 3M | -0.1% | +12.5% | -12.6% | -2.3% |
| 6M | +17.4% | +41.9% | -24.5% | +10.3% |
| YTD | +62.9% | +117.8% | -54.9% | +43.8% |
| 1Y | +95.7% | +145.3% | -49.6% | +69.3% |
| 3Y | +150.2% | -2.8% | +153.0% | +139.1% |
| 5Y | +83.1% | +93.4% | -10.3% | +55.0% |
| 10Y | +1,020.9% | -16.6% | +1,037.5% | +801.5% |
| All | +1,071.7% | -31.4% | +1,103.1% | +783.1% |
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