+7,443.4%
QLD vs PTEN
-44.4%
+7,487.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -10.3% | -25.5% | +15.3% | -1.6% |
| 30D | -26.1% | -11.7% | -14.4% | -23.5% |
| 3M | -17.8% | -0.5% | -17.2% | -18.9% |
| 6M | -15.6% | -12.9% | -2.7% | -14.5% |
| YTD | +5.4% | +67.1% | -61.7% | -16.2% |
| 1Y | +5.2% | +70.5% | -65.3% | -17.2% |
| 3Y | +139.4% | -10.4% | +149.9% | +121.0% |
| 5Y | +66.7% | +23.7% | +43.1% | +23.8% |
| 10Y | +1,422.1% | -42.7% | +1,464.8% | +906.5% |
| All | +7,443.4% | -44.4% | +7,487.8% | +2,826.6% |
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