+170.0%
PBF vs PTEN
+135.2%
+34.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | +4.3% | +0.7% | +3.6% | +3.7% |
| 30D | +22.0% | +31.2% | -9.2% | +1.0% |
| 3M | +74.5% | +2.0% | +72.5% | +71.6% |
| 6M | +67.7% | +42.4% | +25.3% | +28.9% |
| YTD | +179.2% | +109.2% | +70.0% | +61.7% |
| 1Y | +170.0% | +122.3% | +47.7% | +50.9% |
| All | +170.0% | +135.2% | +34.8% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling