-33.7%
REPL vs PTEN
+49.0%
-82.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | +1.2% | +10.6% | -9.3% | -0.7% |
| 30D | +92.2% | -4.9% | +97.1% | +92.6% |
| 3M | +44.1% | +1.4% | +42.7% | +41.9% |
| 6M | +313.0% | -7.0% | +320.0% | +310.9% |
| YTD | +125.2% | +84.8% | +40.4% | +93.3% |
| 1Y | +143.8% | +95.7% | +48.1% | +106.5% |
| 3Y | +104.2% | +2.0% | +102.2% | +86.6% |
| All | -33.7% | +49.0% | -82.7% | -44.5% |
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