+656.9%
LUV vs PTEN
+1,970.6%
-1,313.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +0.7% | -1.7% | +2.3% | +0.8% |
| 30D | -13.4% | +18.6% | -32.0% | -15.4% |
| 3M | -9.6% | +12.5% | -22.0% | -11.7% |
| 6M | -8.9% | +41.9% | -50.8% | -14.5% |
| YTD | -5.2% | +117.8% | -122.9% | -16.0% |
| 1Y | +27.0% | +145.3% | -118.3% | +10.2% |
| 3Y | +39.6% | -2.8% | +42.4% | +33.8% |
| 5Y | -14.4% | +93.4% | -107.8% | -27.1% |
| 10Y | +17.3% | -16.6% | +33.8% | -3.6% |
| All | +656.9% | +1,970.6% | -1,313.7% | +437.4% |
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