-10.4%
PTEN vs RACE
+28.1%
-38.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -25.5% | +5.1% | -30.6% | -25.7% |
| 30D | -11.7% | +7.7% | -19.4% | -12.0% |
| 3M | -0.5% | +2.2% | -2.7% | -0.6% |
| 6M | -12.9% | +23.8% | -36.6% | -15.0% |
| YTD | +67.1% | +13.9% | +53.2% | +64.7% |
| 1Y | +70.5% | +3.8% | +66.8% | +73.6% |
| 3Y | -10.4% | +28.0% | -38.5% | -11.9% |
| All | -10.4% | +28.1% | -38.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling