-1.2%
MSCI vs PTEN
+135.1%
-136.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -1.2% |
| 30D | -1.2% | +18.6% | -19.8% | -0.1% |
| 3M | -8.4% | +12.5% | -20.8% | -6.6% |
| 6M | -1.0% | +41.9% | -42.9% | +0.8% |
| YTD | -2.3% | +117.8% | -120.1% | +2.1% |
| 1Y | -1.2% | +145.3% | -146.5% | +2.6% |
| All | -1.2% | +135.1% | -136.2% | +2.6% |
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