-100.0%
QID vs PTEN
-25.6%
-74.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +1.2% |
| 7D | -1.9% | -1.7% | -0.3% | -2.5% |
| 30D | +1.7% | +18.6% | -16.9% | +7.6% |
| 3M | -3.9% | +12.5% | -16.4% | +0.5% |
| 6M | -30.0% | +41.9% | -71.8% | -20.6% |
| YTD | -28.2% | +117.8% | -146.0% | -5.6% |
| 1Y | -35.6% | +145.3% | -181.0% | -10.8% |
| 3Y | -74.3% | -2.8% | -71.5% | -70.5% |
| 5Y | -80.8% | +93.4% | -174.2% | -67.9% |
| 10Y | -99.2% | -16.6% | -82.6% | -98.4% |
| All | -100.0% | -25.6% | -74.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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