+4,028.4%
MS vs PTEN
+1,488.6%
+2,539.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.6% | -25.5% | +24.0% | +5.2% |
| 30D | -3.8% | -11.7% | +7.9% | -1.6% |
| 3M | -14.6% | -0.5% | -14.1% | -15.7% |
| 6M | -5.1% | -12.9% | +7.8% | -4.2% |
| YTD | +4.5% | +67.1% | -62.6% | -11.6% |
| 1Y | +13.5% | +70.5% | -57.0% | -4.7% |
| 3Y | +160.4% | -10.4% | +170.9% | +145.2% |
| 5Y | +112.9% | +23.7% | +89.2% | +70.9% |
| 10Y | +633.4% | -42.7% | +676.1% | +456.1% |
| All | +4,028.4% | +1,488.6% | +2,539.8% | +1,984.8% |
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