+511.4%
RF vs PTEN
+1,488.6%
-977.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -25.5% | +24.6% | +5.4% |
| 30D | +6.0% | -11.7% | +17.7% | +8.3% |
| 3M | -8.9% | -0.5% | -8.4% | -9.9% |
| 6M | +2.3% | -12.9% | +15.2% | +3.1% |
| YTD | +7.6% | +67.1% | -59.5% | -7.9% |
| 1Y | +21.2% | +70.5% | -49.4% | +3.1% |
| 3Y | +108.5% | -10.4% | +119.0% | +97.6% |
| 5Y | +43.2% | +23.7% | +19.6% | +18.9% |
| 10Y | +288.1% | -42.7% | +330.8% | +213.1% |
| All | +511.4% | +1,488.6% | -977.2% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling