+50.9%
PTEN vs RVTY
-15.1%
+66.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.3% |
| 7D | +10.6% | -0.5% | +11.0% | +10.7% |
| 30D | -4.9% | +1.5% | -6.5% | -5.5% |
| 3M | +1.4% | +31.5% | -30.0% | -6.8% |
| 6M | -7.0% | +62.7% | -69.7% | -20.8% |
| YTD | +84.8% | +60.0% | +24.8% | +55.2% |
| 1Y | +95.7% | +65.7% | +30.0% | +62.0% |
| 3Y | +2.0% | +85.2% | -83.2% | -19.1% |
| All | +50.9% | -15.1% | +66.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling