+4,823.9%
MS vs PTEN
+1,889.0%
+2,935.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -0.3% | +31.2% | -31.5% | -7.1% |
| 3M | +0.3% | +2.0% | -1.7% | -1.6% |
| 6M | +31.3% | +42.4% | -11.1% | +17.2% |
| YTD | +24.7% | +109.2% | -84.5% | +0.8% |
| 1Y | +47.9% | +122.3% | -74.4% | +16.7% |
| 3Y | +178.3% | -5.6% | +183.9% | +160.2% |
| 5Y | +144.9% | +86.5% | +58.4% | +78.2% |
| 10Y | +804.5% | -22.1% | +826.7% | +539.1% |
| All | +4,823.9% | +1,889.0% | +2,935.0% | +2,275.7% |
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