-12.0%
PTEN vs RACE
+658.1%
-670.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -14.5% | +0.2% | -14.7% | -14.7% |
| 30D | -11.1% | +6.6% | -17.8% | -13.9% |
| 3M | -7.8% | +2.2% | -10.0% | -9.4% |
| 6M | -10.5% | +22.4% | -32.9% | -20.3% |
| YTD | +69.3% | +13.8% | +55.5% | +51.8% |
| 1Y | +70.5% | +2.2% | +68.3% | +61.4% |
| 3Y | -7.1% | +25.6% | -32.8% | -24.9% |
| 5Y | +29.1% | +71.0% | -41.8% | -15.0% |
| 10Y | -44.5% | +739.1% | -783.6% | -83.7% |
| All | -12.0% | +658.1% | -670.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling