-3.4%
PTEN vs TW
+20.3%
-23.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +3.1% |
| 30D | +17.6% | -1.7% | +19.3% | +17.7% |
| 3M | +8.2% | +1.6% | +6.6% | +7.3% |
| 6M | +38.1% | -17.7% | +55.8% | +43.6% |
| YTD | +117.3% | -4.3% | +121.6% | +118.9% |
| 1Y | +146.1% | -13.1% | +159.2% | +152.3% |
| All | -3.4% | +20.3% | -23.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling