+1,882.5%
PNR vs PTEN
+1,970.6%
-88.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -13.8% | +18.6% | -32.4% | -16.4% |
| 3M | -22.5% | +12.5% | -35.0% | -24.9% |
| 6M | -37.2% | +41.9% | -79.0% | -42.0% |
| YTD | -44.2% | +117.8% | -162.0% | -52.3% |
| 1Y | -46.6% | +145.3% | -192.0% | -55.5% |
| 3Y | -12.5% | -2.8% | -9.7% | -17.3% |
| 5Y | -19.3% | +93.4% | -112.8% | -36.1% |
| 10Y | +67.5% | -16.6% | +84.0% | +27.7% |
| All | +1,882.5% | +1,970.6% | -88.1% | +982.6% |
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