-20.3%
PNR vs PTEN
+87.9%
-108.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -6.0% | +3.5% | -9.5% | -6.4% |
| 30D | -14.0% | +17.5% | -31.5% | -15.7% |
| 3M | -21.7% | +12.7% | -34.4% | -23.2% |
| 6M | -37.3% | +33.1% | -70.4% | -40.5% |
| YTD | -45.1% | +116.4% | -161.6% | -51.9% |
| 1Y | -49.1% | +141.2% | -190.3% | -56.4% |
| 3Y | -14.8% | -3.8% | -11.0% | -19.9% |
| All | -20.3% | +87.9% | -108.2% | -30.5% |
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