+43.1%
MOD vs PTEN
+135.2%
-92.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +9.6% | +0.7% | +8.9% | +9.4% |
| 30D | 0.0% | +31.2% | -31.2% | -3.5% |
| 3M | -35.4% | +2.0% | -37.4% | -36.4% |
| 6M | -7.3% | +42.4% | -49.7% | -17.1% |
| YTD | +45.8% | +109.2% | -63.4% | +15.7% |
| 1Y | +43.1% | +122.3% | -79.2% | +10.4% |
| All | +43.1% | +135.2% | -92.1% | +10.4% |
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 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