-52.9%
REPL vs PTEN
+88.2%
-141.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -5.7% | -1.0% | -4.7% | -5.5% |
| 30D | +22.5% | +29.3% | -6.8% | +16.1% |
| 3M | +64.7% | +7.2% | +57.4% | +61.1% |
| 6M | +83.0% | +43.5% | +39.5% | +66.4% |
| YTD | +52.0% | +113.2% | -61.3% | +27.9% |
| 1Y | +144.5% | +135.1% | +9.5% | +101.0% |
| 3Y | -25.1% | -4.8% | -20.2% | -31.1% |
| 5Y | -52.9% | +94.6% | -147.5% | -63.6% |
| All | -52.9% | +88.2% | -141.0% | -63.6% |
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