-9.1%
PTEN vs VLTO
+54.8%
-64.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -25.5% | +5.4% | -30.9% | -26.5% |
| 30D | -11.7% | +22.3% | -34.0% | -16.0% |
| 3M | -0.5% | +19.6% | -20.1% | -5.0% |
| 6M | -12.9% | +35.2% | -48.0% | -20.9% |
| YTD | +67.1% | +17.9% | +49.2% | +60.3% |
| 1Y | +70.5% | +19.5% | +51.0% | +62.2% |
| 3Y | -10.4% | +73.9% | -84.4% | -18.1% |
| All | -9.1% | +54.8% | -64.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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