-25.4%
PTEN vs URA
-52.4%
+27.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.7% |
| 7D | +10.6% | -1.5% | +12.1% | +11.1% |
| 30D | -4.9% | -10.4% | +5.5% | +0.3% |
| 3M | +1.4% | -29.6% | +31.1% | +20.5% |
| 6M | -7.0% | -40.3% | +33.2% | +17.8% |
| YTD | +84.8% | -25.5% | +110.3% | +91.9% |
| 1Y | +95.7% | -26.4% | +122.1% | +103.1% |
| 3Y | +2.0% | +31.4% | -29.5% | -35.1% |
| 5Y | +48.0% | +28.6% | +19.4% | -8.7% |
| 10Y | -38.3% | +260.9% | -299.2% | -82.4% |
| All | -25.4% | -52.4% | +27.0% | -44.8% |
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