+1,646.5%
QLD vs PTEN
-24.5%
+1,670.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | -1.8% | +29.3% | -31.1% | -7.4% |
| 3M | -1.8% | +7.2% | -9.0% | -4.4% |
| 6M | +36.9% | +43.5% | -6.7% | +23.3% |
| YTD | +28.7% | +113.2% | -84.6% | +5.5% |
| 1Y | +41.9% | +135.1% | -93.2% | +13.0% |
| 3Y | +184.2% | -4.8% | +189.0% | +166.2% |
| 5Y | +122.1% | +94.6% | +27.5% | +70.9% |
| 10Y | +1,646.5% | -24.2% | +1,670.7% | +1,149.9% |
| All | +1,646.5% | -24.5% | +1,670.9% | +1,149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling