-16.6%
PTEN vs RACE
+783.2%
-799.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.7% | -2.6% | +1.0% | -0.6% |
| 30D | +18.6% | -1.1% | +19.7% | +19.0% |
| 3M | +12.5% | +12.5% | -0.1% | +5.3% |
| 6M | +41.9% | +17.4% | +24.4% | +27.7% |
| YTD | +117.8% | +10.1% | +107.7% | +100.0% |
| 1Y | +145.3% | -15.1% | +160.5% | +154.4% |
| 3Y | -2.8% | +38.9% | -41.7% | -25.9% |
| 5Y | +93.4% | +90.7% | +2.7% | +18.5% |
| 10Y | -16.6% | +801.8% | -818.4% | -70.1% |
| All | -16.6% | +783.2% | -799.7% | -70.1% |
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