-32.6%
MOD vs PTEN
+79.8%
-112.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.4% | -12.1% | -19.8% |
| 7D | -31.3% | -15.5% | -15.9% | -29.3% |
| 30D | -46.1% | -7.8% | -38.3% | -45.0% |
| 3M | -51.1% | +6.4% | -57.5% | -51.0% |
| 6M | -62.1% | -11.9% | -50.2% | -62.0% |
| YTD | -26.2% | +79.4% | -105.6% | -43.1% |
| 1Y | -32.6% | +84.9% | -117.5% | -47.8% |
| All | -32.6% | +79.8% | -112.4% | -47.8% |
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