-53.8%
OUST vs PTEN
+90.4%
-144.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -19.3% | +31.2% | -50.5% | -25.8% |
| 3M | -22.6% | +2.0% | -24.7% | -23.8% |
| 6M | +62.8% | +42.4% | +20.4% | +41.3% |
| YTD | +68.3% | +109.2% | -40.9% | +29.1% |
| 1Y | +28.5% | +122.3% | -93.8% | -2.7% |
| 3Y | +554.0% | -5.6% | +559.6% | +481.0% |
| All | -53.8% | +90.4% | -144.2% | -64.6% |
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 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