-35.5%
PSKY vs PTEN
-44.1%
+8.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +2.4% | -1.0% | +3.4% | +2.6% |
| 30D | +17.5% | +29.3% | -11.8% | +8.7% |
| 3M | +4.4% | +7.2% | -2.8% | +0.8% |
| 6M | -9.0% | +43.5% | -52.6% | -20.8% |
| YTD | -18.6% | +113.2% | -131.8% | -37.3% |
| 1Y | -27.7% | +135.1% | -162.8% | -46.4% |
| 3Y | -16.9% | -4.8% | -12.0% | -24.6% |
| 5Y | -70.3% | +94.6% | -164.9% | -80.8% |
| 10Y | -74.9% | -24.2% | -50.7% | -84.7% |
| All | -35.5% | -44.1% | +8.6% | -76.3% |
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