+2,330.7%
MULL vs PTEN
+63.8%
+2,266.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.2% |
| 7D | +3.6% | +2.8% | +0.8% | +1.5% |
| 30D | +22.0% | +17.6% | +4.5% | +8.3% |
| 3M | -8.6% | +8.2% | -16.8% | -16.4% |
| 6M | +248.5% | +38.1% | +210.4% | +136.7% |
| YTD | +516.3% | +117.3% | +399.0% | +154.9% |
| 1Y | +2,036.6% | +146.1% | +1,890.5% | +647.5% |
| All | +2,330.7% | +63.8% | +2,266.9% | +1,327.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling