+190.0%
MAGS vs PTEN
+17.7%
+172.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | -0.1% | +29.3% | -29.4% | -3.2% |
| 3M | +3.8% | +7.2% | -3.4% | +2.6% |
| 6M | +13.2% | +43.5% | -30.3% | +6.3% |
| YTD | +4.7% | +113.2% | -108.5% | -8.3% |
| 1Y | +14.4% | +135.1% | -120.7% | -2.1% |
| 3Y | +128.6% | -4.8% | +133.4% | +103.9% |
| All | +190.0% | +17.7% | +172.3% | +160.4% |
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