-20.0%
POET vs PTEN
-49.8%
+29.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -4.1% |
| 7D | +9.7% | -1.7% | +11.4% | +10.0% |
| 30D | -6.5% | +18.6% | -25.1% | -9.7% |
| 3M | -25.7% | +12.5% | -38.2% | -28.1% |
| 6M | +19.6% | +41.9% | -22.3% | +10.3% |
| YTD | +26.4% | +117.8% | -91.4% | +7.5% |
| 1Y | +50.1% | +145.3% | -95.2% | +25.4% |
| 3Y | +127.9% | -2.8% | +130.7% | +118.2% |
| 5Y | -5.9% | +93.4% | -99.3% | -22.8% |
| 10Y | +31.1% | -16.6% | +47.7% | +2.3% |
| All | -20.0% | -49.8% | +29.8% | -55.9% |
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 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