+108.1%
PSLV vs PTEN
-10.0%
+118.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -4.9% | +2.8% | -7.7% | -5.1% |
| 30D | -1.9% | +17.6% | -19.4% | -3.3% |
| 3M | +4.2% | +8.2% | -4.0% | +3.1% |
| 6M | -27.6% | +38.1% | -65.7% | -30.3% |
| YTD | -11.7% | +117.3% | -129.0% | -18.5% |
| 1Y | +49.3% | +146.1% | -96.8% | +35.8% |
| 3Y | +167.1% | -3.0% | +170.2% | +159.4% |
| 5Y | +151.7% | +93.5% | +58.2% | +124.9% |
| 10Y | +187.0% | -16.8% | +203.7% | +152.9% |
| All | +108.1% | -10.0% | +118.0% | +59.9% |
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