+119.5%
RF vs PTEN
+2.7%
+116.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.7% |
| 7D | +1.9% | +10.6% | -8.6% | +0.1% |
| 30D | +7.3% | -4.9% | +12.3% | +7.6% |
| 3M | -7.9% | +1.4% | -9.4% | -9.2% |
| 6M | +10.5% | -7.0% | +17.5% | +10.2% |
| YTD | +9.6% | +84.8% | -75.1% | -11.1% |
| 1Y | +20.3% | +95.7% | -75.4% | -4.2% |
| 3Y | +119.5% | +2.0% | +117.6% | +110.0% |
| All | +119.5% | +2.7% | +116.8% | +110.0% |
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