+111.0%
PBF vs PTEN
+79.8%
+31.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.4% | +2.7% | -0.8% |
| 7D | -0.9% | -15.5% | +14.6% | +9.5% |
| 30D | -13.7% | -7.8% | -5.9% | -10.3% |
| 3M | +10.6% | +6.4% | +4.2% | +3.9% |
| 6M | +61.2% | -11.9% | +73.0% | +72.9% |
| YTD | +172.7% | +79.4% | +93.3% | +63.6% |
| 1Y | +111.0% | +84.9% | +26.1% | +24.3% |
| All | +111.0% | +79.8% | +31.2% | +24.3% |
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