-47.3%
QS vs PTEN
+241.0%
-288.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.8% | -7.1% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | -15.7% | +18.6% | -34.3% | -19.3% |
| 3M | -28.7% | +12.5% | -41.1% | -31.6% |
| 6M | -23.2% | +41.9% | -65.1% | -31.9% |
| YTD | -49.9% | +117.8% | -167.7% | -60.5% |
| 1Y | -38.8% | +145.3% | -184.1% | -53.3% |
| 3Y | -24.0% | -2.8% | -21.2% | -30.5% |
| 5Y | -75.6% | +93.4% | -169.0% | -81.1% |
| All | -47.3% | +241.0% | -288.3% | -58.3% |
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