+4,237.1%
MS vs PTEN
+1,568.7%
+2,668.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.7% |
| 7D | -1.7% | -2.2% | +0.4% | -1.2% |
| 30D | +0.9% | -8.0% | +9.0% | +2.3% |
| 3M | -10.8% | -5.0% | -5.8% | -10.8% |
| 6M | +0.9% | -10.6% | +11.5% | +1.2% |
| YTD | +9.8% | +75.5% | -65.7% | -8.2% |
| 1Y | +17.1% | +70.2% | -53.1% | -1.6% |
| 3Y | +175.7% | -3.7% | +179.4% | +155.1% |
| 5Y | +125.9% | +34.9% | +90.9% | +77.6% |
| 10Y | +556.2% | -41.4% | +597.6% | +394.9% |
| All | +4,237.1% | +1,568.7% | +2,668.4% | +2,064.1% |
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