+2,581.4%
MULL vs PTEN
+64.2%
+2,517.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +3.9% |
| 7D | +14.8% | -1.7% | +16.4% | +15.9% |
| 30D | +36.6% | +18.6% | +18.0% | +20.4% |
| 3M | -8.9% | +12.5% | -21.3% | -19.5% |
| 6M | +311.9% | +41.9% | +270.1% | +172.8% |
| YTD | +579.8% | +117.8% | +462.1% | +180.7% |
| 1Y | +2,421.5% | +145.3% | +2,276.2% | +785.7% |
| All | +2,581.4% | +64.2% | +2,517.2% | +1,471.5% |
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