+3,770.6%
MCD vs PTEN
+1,568.7%
+2,201.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.8% |
| 7D | -1.9% | -2.2% | +0.2% | -1.8% |
| 30D | +16.6% | -8.0% | +24.6% | +16.9% |
| 3M | +0.9% | -5.0% | +6.0% | +0.9% |
| 6M | +1.5% | -10.6% | +12.1% | +1.5% |
| YTD | -8.3% | +75.5% | -83.8% | -12.4% |
| 1Y | -8.1% | +70.2% | -78.3% | -12.1% |
| 3Y | +10.3% | -3.7% | +14.0% | +7.7% |
| 5Y | +23.4% | +34.9% | -11.5% | +15.3% |
| 10Y | +205.9% | -41.4% | +247.4% | +176.1% |
| All | +3,770.6% | +1,568.7% | +2,201.9% | +2,953.2% |
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