-45.6%
PTEN vs RACE
+738.3%
-783.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -16.4% | +3.9% | -20.4% | -17.9% |
| 30D | -12.8% | +7.4% | -20.3% | -15.6% |
| 3M | +0.7% | +1.6% | -0.9% | -0.7% |
| 6M | -12.2% | +23.3% | -35.5% | -21.7% |
| YTD | +66.1% | +14.7% | +51.4% | +49.2% |
| 1Y | +69.2% | +2.5% | +66.7% | +60.8% |
| 3Y | -8.2% | +28.0% | -36.2% | -26.3% |
| 5Y | +19.2% | +69.8% | -50.6% | -21.0% |
| 10Y | -45.6% | +734.9% | -780.4% | -73.3% |
| All | -45.6% | +738.3% | -783.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling