+152.5%
KRE vs PTEN
-30.9%
+183.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.8% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | -2.5% | +29.3% | -31.8% | -9.9% |
| 3M | +6.2% | +7.2% | -1.0% | +2.3% |
| 6M | +15.8% | +43.5% | -27.7% | +0.6% |
| YTD | +16.0% | +113.2% | -97.2% | -10.8% |
| 1Y | +16.2% | +135.1% | -118.9% | -14.1% |
| 3Y | +86.4% | -4.8% | +91.2% | +71.5% |
| 5Y | +33.0% | +94.6% | -61.7% | -10.5% |
| 10Y | +123.0% | -24.2% | +147.2% | +47.7% |
| All | +152.5% | -30.9% | +183.4% | +3.6% |
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