+71.4%
OTIS vs PTEN
+629.3%
-557.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -0.8% | -1.0% | +0.3% | -0.7% |
| 30D | -4.7% | +29.3% | -34.0% | -6.6% |
| 3M | +1.2% | +7.2% | -6.0% | +0.4% |
| 6M | -20.5% | +43.5% | -64.1% | -23.4% |
| YTD | -18.4% | +113.2% | -131.7% | -24.0% |
| 1Y | -18.1% | +135.1% | -153.2% | -24.5% |
| 3Y | -10.6% | -4.8% | -5.7% | -12.8% |
| 5Y | -16.1% | +94.6% | -110.7% | -23.9% |
| All | +71.4% | +629.3% | -557.9% | +47.6% |
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