+189.5%
LQD vs PTEN
+59.5%
+129.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | 0.0% | -1.7% | +1.6% | 0.0% |
| 30D | -0.2% | +18.6% | -18.8% | -0.4% |
| 3M | -1.7% | +12.5% | -14.1% | -1.8% |
| 6M | -2.7% | +41.9% | -44.5% | -3.1% |
| YTD | -1.4% | +117.8% | -119.2% | -2.4% |
| 1Y | -1.0% | +145.3% | -146.3% | -2.1% |
| 3Y | +15.1% | -2.8% | +17.9% | +14.6% |
| 5Y | -5.2% | +93.4% | -98.6% | -6.6% |
| 10Y | +23.3% | -16.6% | +39.9% | +19.8% |
| All | +189.5% | +59.5% | +129.9% | +183.0% |
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