+1,889.0%
PTEN vs COO
+27,575.9%
-25,686.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | +31.2% | -7.0% | +38.2% | +32.6% |
| 3M | +2.0% | +12.2% | -10.2% | -0.3% |
| 6M | +42.4% | -15.1% | +57.5% | +45.0% |
| YTD | +109.2% | -15.1% | +124.3% | +112.9% |
| 1Y | +122.3% | +2.3% | +120.0% | +119.3% |
| 3Y | -5.6% | -23.7% | +18.1% | -2.9% |
| 5Y | +86.5% | -38.9% | +125.4% | +97.1% |
| 10Y | -22.1% | +49.9% | -72.1% | -26.7% |
| All | +1,889.0% | +27,575.9% | -25,686.9% | +1,673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling