+2,881.5%
OMC vs PTEN
+1,927.4%
+954.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -5.8% | -1.0% | -4.7% | -5.7% |
| 30D | -4.8% | +29.3% | -34.1% | -8.4% |
| 3M | +9.2% | +7.2% | +2.0% | +7.2% |
| 6M | -2.5% | +43.5% | -46.0% | -8.7% |
| YTD | +2.6% | +113.2% | -110.7% | -9.3% |
| 1Y | +5.9% | +135.1% | -129.1% | -8.1% |
| 3Y | +14.2% | -4.8% | +19.0% | +9.3% |
| 5Y | +33.2% | +94.6% | -61.4% | +10.5% |
| 10Y | +33.4% | -24.2% | +57.6% | +7.9% |
| All | +2,881.5% | +1,927.4% | +954.1% | +1,903.9% |
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