+510.0%
MOD vs PTEN
+1,608.7%
-1,098.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +16.1% | +7.2% | +8.9% | +14.0% |
| 30D | -38.5% | -7.4% | -31.1% | -37.2% |
| 3M | -46.8% | -2.4% | -44.4% | -46.6% |
| 6M | -61.6% | -10.0% | -51.6% | -61.1% |
| YTD | -20.5% | +79.7% | -100.3% | -33.3% |
| 1Y | -28.0% | +86.5% | -114.5% | -40.2% |
| 3Y | +134.9% | -1.4% | +136.3% | +124.0% |
| 5Y | +833.2% | +43.9% | +789.2% | +655.1% |
| 10Y | +834.8% | -40.0% | +874.8% | +651.8% |
| All | +510.0% | +1,608.7% | -1,098.7% | +237.2% |
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