-2.2%
MA vs PTEN
+135.1%
-137.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.6% |
| 30D | +0.8% | +18.6% | -17.8% | +1.6% |
| 3M | +14.8% | +12.5% | +2.3% | +16.1% |
| 6M | +10.0% | +41.9% | -31.9% | +11.6% |
| YTD | -0.1% | +117.8% | -117.9% | +1.2% |
| 1Y | -2.2% | +145.3% | -147.5% | -1.8% |
| All | -2.2% | +135.1% | -137.3% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling