+2,630.0%
MDY vs PTEN
+1,936.1%
+693.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -3.9% | +18.6% | -22.5% | -7.0% |
| 3M | 0.0% | +12.5% | -12.5% | -3.1% |
| 6M | +8.5% | +41.9% | -33.3% | -0.2% |
| YTD | +13.2% | +117.8% | -104.6% | -4.2% |
| 1Y | +15.0% | +145.3% | -130.3% | -5.3% |
| 3Y | +49.6% | -2.8% | +52.4% | +41.3% |
| 5Y | +46.0% | +93.4% | -47.4% | +14.7% |
| 10Y | +176.4% | -16.6% | +192.9% | +108.2% |
| All | +2,630.0% | +1,936.1% | +693.9% | +1,236.2% |
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