-31.7%
PTEN vs URA
-50.4%
+18.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | -0.1% |
| 7D | -14.5% | +0.3% | -14.8% | -14.6% |
| 30D | -11.1% | -14.8% | +3.6% | -3.3% |
| 3M | -7.8% | -25.3% | +17.5% | +6.3% |
| 6M | -10.5% | -39.9% | +29.4% | +13.4% |
| YTD | +69.3% | -22.4% | +91.7% | +72.6% |
| 1Y | +70.5% | -29.0% | +99.5% | +81.8% |
| 3Y | -7.1% | +41.0% | -48.1% | -43.2% |
| 5Y | +29.1% | +38.3% | -9.2% | -23.6% |
| 10Y | -44.5% | +276.1% | -320.6% | -84.5% |
| All | -31.7% | -50.4% | +18.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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