-5.9%
PTEN vs VO
+825.6%
-831.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.6% | +3.1% | +7.5% | +5.5% |
| 30D | -4.9% | +2.2% | -7.1% | -8.5% |
| 3M | +1.4% | -2.5% | +3.9% | +4.4% |
| 6M | -7.0% | +7.0% | -14.0% | -17.7% |
| YTD | +84.8% | +14.0% | +70.8% | +45.8% |
| 1Y | +95.7% | +15.6% | +80.0% | +51.2% |
| 3Y | +2.0% | +66.2% | -64.2% | -52.2% |
| 5Y | +48.0% | +36.6% | +11.3% | -7.0% |
| 10Y | -38.3% | +199.0% | -237.3% | -85.8% |
| All | -5.9% | +825.6% | -831.5% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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