-28.4%
QS vs PTEN
+135.2%
-163.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -0.7% | +31.2% | -32.0% | -5.2% |
| 3M | -39.6% | +2.0% | -41.7% | -38.9% |
| 6M | -21.7% | +42.4% | -64.1% | -34.0% |
| YTD | -47.4% | +109.2% | -156.6% | -64.6% |
| 1Y | -28.4% | +122.3% | -150.7% | -55.0% |
| All | -28.4% | +135.2% | -163.6% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling