+20.9%
MS vs PTEN
+79.8%
-58.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.6% | +4.0% |
| 7D | +2.6% | -15.5% | +18.1% | +2.3% |
| 30D | +2.6% | -7.8% | +10.4% | +2.3% |
| 3M | -10.1% | +6.4% | -16.5% | -10.2% |
| 6M | +4.4% | -11.9% | +16.2% | +4.1% |
| YTD | +11.7% | +79.4% | -67.6% | +1.1% |
| 1Y | +20.9% | +84.9% | -64.0% | +8.6% |
| All | +20.9% | +79.8% | -58.9% | +8.6% |
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