-75.0%
QS vs PTEN
+87.9%
-162.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | -17.2% | +17.5% | -34.8% | -21.0% |
| 3M | -27.0% | +12.7% | -39.7% | -30.2% |
| 6M | -24.6% | +33.1% | -57.7% | -32.8% |
| YTD | -49.3% | +116.4% | -165.8% | -61.3% |
| 1Y | -40.3% | +141.2% | -181.5% | -56.0% |
| 3Y | -23.8% | -3.8% | -20.0% | -31.0% |
| All | -75.0% | +87.9% | -162.9% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling