+71.8%
PTEN vs WETO
-99.4%
+171.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | +3.5% | -4.3% | +7.8% | +3.6% |
| 30D | +17.5% | -39.9% | +57.4% | +12.2% |
| 3M | +12.7% | -97.9% | +110.6% | +6.9% |
| 6M | +33.1% | -95.0% | +128.1% | +25.1% |
| YTD | +116.4% | -97.2% | +213.6% | +104.8% |
| 1Y | +141.2% | -98.9% | +240.1% | +130.7% |
| All | +71.8% | -99.4% | +171.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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