+86.5%
PTEN vs COO
-13.9%
+100.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.0% |
| 7D | +7.2% | -2.1% | +9.3% | +6.5% |
| 30D | -7.4% | +13.9% | -21.3% | -3.2% |
| 3M | -2.4% | -18.9% | +16.5% | -7.5% |
| 6M | -10.0% | +3.7% | -13.8% | -7.7% |
| YTD | +79.7% | -24.1% | +103.8% | +85.7% |
| 1Y | +86.5% | -14.2% | +100.7% | +87.9% |
| All | +86.5% | -13.9% | +100.4% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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