+84.9%
PTEN vs BG
+7.2%
+77.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.4% | -11.8% | -11.1% |
| 7D | -15.5% | -3.8% | -11.7% | -13.2% |
| 30D | -7.8% | -9.6% | +1.8% | -1.2% |
| 3M | +6.4% | -8.5% | +14.9% | +13.1% |
| 6M | -11.9% | -23.0% | +11.2% | +6.6% |
| YTD | +79.4% | +10.9% | +68.5% | +70.3% |
| 1Y | +84.9% | +6.0% | +79.0% | +79.7% |
| All | +84.9% | +7.2% | +77.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling