-70.5%
PSKY vs PTEN
+89.3%
-159.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -6.0% | +2.8% | -8.8% | -6.4% |
| 30D | +10.7% | +17.6% | -6.9% | +7.9% |
| 3M | +1.2% | +8.2% | -7.0% | -0.6% |
| 6M | +1.5% | +38.1% | -36.6% | -5.1% |
| YTD | -21.8% | +117.3% | -139.0% | -32.6% |
| 1Y | -30.2% | +146.1% | -176.3% | -41.4% |
| 3Y | -20.1% | -3.0% | -17.1% | -23.2% |
| 5Y | -70.5% | +93.5% | -164.0% | -77.6% |
| All | -70.5% | +89.3% | -159.8% | -77.6% |
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 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