+1,927.4%
PTEN vs RVTY
+2,058.1%
-130.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | +29.3% | +10.8% | +18.5% | +24.8% |
| 3M | +7.2% | +26.8% | -19.5% | -2.0% |
| 6M | +43.5% | +39.3% | +4.2% | +24.9% |
| YTD | +113.2% | +31.6% | +81.6% | +88.2% |
| 1Y | +135.1% | +47.7% | +87.4% | +99.1% |
| 3Y | -4.8% | +19.9% | -24.8% | -14.8% |
| 5Y | +94.6% | -32.3% | +127.0% | +105.5% |
| 10Y | -24.2% | +138.4% | -162.6% | -47.7% |
| All | +1,927.4% | +2,058.1% | -130.7% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling