+133.8%
PTEN vs BG
+1,181.2%
-1,047.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +18.6% | +10.3% | +8.3% | +12.0% |
| 3M | +12.5% | -1.9% | +14.3% | +13.8% |
| 6M | +41.9% | +5.2% | +36.6% | +38.1% |
| YTD | +117.8% | +41.2% | +76.6% | +79.1% |
| 1Y | +145.3% | +50.5% | +94.8% | +92.8% |
| 3Y | -2.8% | +19.9% | -22.7% | -14.4% |
| 5Y | +93.4% | +86.7% | +6.7% | +34.4% |
| 10Y | -16.6% | +167.5% | -184.0% | -52.3% |
| All | +133.8% | +1,181.2% | -1,047.4% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling