-9.7%
PTEN vs VLTO
+56.1%
-65.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -16.4% | +2.0% | -18.5% | -16.8% |
| 30D | -12.8% | +21.8% | -34.6% | -17.0% |
| 3M | +0.7% | +20.2% | -19.5% | -3.9% |
| 6M | -12.2% | +36.3% | -48.5% | -20.4% |
| YTD | +66.1% | +18.8% | +47.2% | +59.0% |
| 1Y | +69.2% | +20.4% | +48.8% | +60.7% |
| 3Y | -8.2% | +71.9% | -80.1% | -16.5% |
| All | -9.7% | +56.1% | -65.8% | -20.1% |
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