-3.0%
RBA vs PTEN
+79.8%
-82.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.4% | +11.4% | +1.5% |
| 7D | +12.7% | -15.5% | +28.1% | +11.6% |
| 30D | +15.5% | -7.8% | +23.3% | +14.9% |
| 3M | -14.0% | +6.4% | -20.4% | -14.1% |
| 6M | -8.8% | -11.9% | +3.0% | -8.6% |
| YTD | -6.9% | +79.4% | -86.3% | -10.8% |
| 1Y | -3.0% | +84.9% | -87.9% | -7.7% |
| All | -3.0% | +79.8% | -82.8% | -7.7% |
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