+1,530.3%
MOD vs PTEN
+90.4%
+1,439.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +9.6% | +0.7% | +8.9% | +9.2% |
| 30D | 0.0% | +31.2% | -31.2% | -8.0% |
| 3M | -35.4% | +2.0% | -37.4% | -36.5% |
| 6M | -7.3% | +42.4% | -49.7% | -19.4% |
| YTD | +45.8% | +109.2% | -63.4% | +11.9% |
| 1Y | +43.1% | +122.3% | -79.2% | +6.8% |
| 3Y | +297.7% | -5.6% | +303.2% | +259.8% |
| All | +1,530.3% | +90.4% | +1,439.9% | +1,034.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling