+1,649.2%
PFE vs PTEN
+1,889.0%
-239.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | +31.2% | -21.0% | +7.6% |
| 3M | +12.7% | +2.0% | +10.7% | +12.0% |
| 6M | +10.5% | +42.4% | -31.9% | +6.5% |
| YTD | +20.2% | +109.2% | -89.0% | +11.9% |
| 1Y | +24.1% | +122.3% | -98.2% | +14.6% |
| 3Y | -3.6% | -5.6% | +2.0% | -6.1% |
| 5Y | -20.9% | +86.5% | -107.4% | -29.7% |
| 10Y | +35.8% | -22.1% | +58.0% | +17.6% |
| All | +1,649.2% | +1,889.0% | -239.7% | +1,129.1% |
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