-55.8%
OUST vs PTEN
+49.0%
-104.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.8% | -11.3% | -9.3% |
| 7D | -3.8% | +10.6% | -14.4% | -6.5% |
| 30D | +5.1% | -4.9% | +10.0% | +5.6% |
| 3M | -25.8% | +1.4% | -27.3% | -27.3% |
| 6M | -2.0% | -7.0% | +5.0% | -2.8% |
| YTD | +54.7% | +84.8% | -30.1% | +21.3% |
| 1Y | +48.8% | +95.7% | -46.9% | +14.6% |
| 3Y | +607.8% | +2.0% | +605.9% | +520.7% |
| All | -55.8% | +49.0% | -104.8% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling