-16.8%
MCD vs PTEN
+135.1%
-151.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -3.0% |
| 30D | -6.7% | +18.6% | -25.3% | -5.7% |
| 3M | -9.6% | +12.5% | -22.0% | -8.4% |
| 6M | -22.3% | +41.9% | -64.2% | -21.0% |
| YTD | -15.4% | +117.8% | -133.2% | -14.4% |
| 1Y | -16.8% | +145.3% | -162.1% | -15.9% |
| All | -16.8% | +135.1% | -151.9% | -15.9% |
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