-41.5%
PTEN vs RACE
+717.8%
-759.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.4% |
| 7D | +7.2% | -4.0% | +11.2% | +8.9% |
| 30D | -7.4% | +3.5% | -10.9% | -9.1% |
| 3M | -2.4% | -0.4% | -2.0% | -3.0% |
| 6M | -10.0% | +23.2% | -33.2% | -19.9% |
| YTD | +79.7% | +11.0% | +68.7% | +63.4% |
| 1Y | +86.5% | -2.2% | +88.7% | +80.7% |
| 3Y | -1.4% | +22.5% | -23.9% | -19.5% |
| 5Y | +43.9% | +63.2% | -19.2% | -3.3% |
| All | -41.5% | +717.8% | -759.3% | -71.0% |
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