+604.3%
MTUM vs PTEN
-25.0%
+629.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.7% | +3.5% | -2.7% | +0.3% |
| 30D | -2.4% | +17.5% | -20.0% | -4.2% |
| 3M | -3.6% | +12.7% | -16.4% | -5.3% |
| 6M | +23.7% | +33.1% | -9.4% | +18.6% |
| YTD | +22.9% | +116.4% | -93.5% | +11.4% |
| 1Y | +21.8% | +141.2% | -119.4% | +8.6% |
| 3Y | +114.4% | -3.8% | +118.2% | +106.7% |
| 5Y | +79.6% | +92.7% | -13.2% | +57.3% |
| 10Y | +356.2% | -17.1% | +373.3% | +280.3% |
| All | +604.3% | -25.0% | +629.3% | +473.4% |
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