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  • PTEN vs RVTY✓SelectedUSD · RVTYPTEN vs RVTY performance historyLatest closeAs of-1.04%09/04
Stock and ETF performance explorer

PTEN vs RVTY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+122.3%
RVTY return
+57.1%
Excess return
+65.2%
Maximum drawdown
-32.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRVTYExcessAlpha
1D-1.0%-0.3%-0.7%-1.0%
7D+0.7%+1.1%-0.4%+0.7%
30D+31.2%+13.2%+18.0%+31.6%
3M+2.0%+27.2%-25.2%+2.4%
6M+42.4%+32.4%+10.0%+45.8%
YTD+109.2%+34.9%+74.3%+106.5%
1Y+122.3%+52.4%+69.9%+107.3%
All+122.3%+57.1%+65.2%+107.3%

Cumulative growth

Daily Returns

Daily percentage return beside RVTY.

Daily Out/Under-Performance

Portfolio return minus RVTY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…

1y analysis · Full analysis span regression · 6 months rolling