+73.9%
MUB vs PTEN
-19.4%
+93.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.9% | +0.7% | -1.6% | -0.9% |
| 30D | -1.4% | +31.2% | -32.6% | -1.5% |
| 3M | -2.2% | +2.0% | -4.2% | -2.2% |
| 6M | -1.9% | +42.4% | -44.3% | -1.9% |
| YTD | -0.8% | +109.2% | -110.0% | -0.9% |
| 1Y | +2.7% | +122.3% | -119.6% | +2.6% |
| 3Y | +8.6% | -5.6% | +14.2% | +8.5% |
| 5Y | +2.0% | +86.5% | -84.5% | +1.8% |
| 10Y | +17.9% | -22.1% | +40.1% | +16.5% |
| All | +73.9% | -19.4% | +93.3% | +72.1% |
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