-64.1%
OUST vs PTEN
+279.0%
-343.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +14.1% |
| 7D | +17.0% | -25.5% | +42.5% | +25.5% |
| 30D | -16.5% | -11.7% | -4.8% | -14.5% |
| 3M | -23.7% | -0.5% | -23.2% | -24.8% |
| 6M | +18.4% | -12.9% | +31.2% | +19.6% |
| YTD | +60.8% | +67.1% | -6.3% | +33.5% |
| 1Y | +44.2% | +70.5% | -26.3% | +19.0% |
| 3Y | +668.1% | -10.4% | +678.6% | +615.6% |
| 5Y | -48.8% | +23.7% | -72.5% | -56.9% |
| All | -64.1% | +279.0% | -343.2% | -70.9% |
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