-33.5%
MOD vs PTEN
+66.5%
-100.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.0% |
| 7D | -13.9% | -16.4% | +2.5% | -10.7% |
| 30D | -41.5% | -12.8% | -28.7% | -39.5% |
| 3M | -45.7% | +0.7% | -46.4% | -44.9% |
| 6M | -61.1% | -12.2% | -48.9% | -60.6% |
| YTD | -20.5% | +66.1% | -86.6% | -37.7% |
| All | -33.5% | +66.5% | -100.0% | -47.4% |
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