-4.8%
PTEN vs COO
-23.3%
+18.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | +29.3% | -8.8% | +38.1% | +32.2% |
| 3M | +7.2% | +1.3% | +5.9% | +5.9% |
| 6M | +43.5% | -11.6% | +55.1% | +48.4% |
| YTD | +113.2% | -17.4% | +130.7% | +126.4% |
| 1Y | +135.1% | -1.6% | +136.7% | +130.1% |
| 3Y | -4.8% | -22.6% | +17.8% | -5.2% |
| All | -4.8% | -23.3% | +18.5% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling