-25.1%
REPL vs PTEN
-1.7%
-23.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -5.7% | -1.0% | -4.7% | -5.4% |
| 30D | +22.5% | +29.3% | -6.8% | +13.1% |
| 3M | +64.7% | +7.2% | +57.4% | +58.5% |
| 6M | +83.0% | +43.5% | +39.5% | +58.4% |
| YTD | +52.0% | +113.2% | -61.3% | +16.4% |
| 1Y | +144.5% | +135.1% | +9.5% | +79.6% |
| 3Y | -25.1% | -4.8% | -20.2% | -25.9% |
| All | -25.1% | -1.7% | -23.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling