+23.4%
PTEN vs RACE
+65.0%
-41.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -25.5% | +5.1% | -30.6% | -26.3% |
| 30D | -11.7% | +7.7% | -19.4% | -13.0% |
| 3M | -0.5% | +2.2% | -2.7% | -1.2% |
| 6M | -12.9% | +23.8% | -36.6% | -17.8% |
| YTD | +67.1% | +13.9% | +53.2% | +59.3% |
| 1Y | +70.5% | +3.8% | +66.8% | +68.3% |
| 3Y | -10.4% | +28.0% | -38.5% | -20.5% |
| All | +23.4% | +65.0% | -41.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling