+557.0%
RF vs PTEN
+1,889.0%
-1,332.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -3.6% | +31.2% | -34.8% | -9.7% |
| 3M | +8.1% | +2.0% | +6.1% | +6.1% |
| 6M | +11.5% | +42.4% | -30.9% | +0.2% |
| YTD | +15.6% | +109.2% | -93.6% | -5.1% |
| 1Y | +15.7% | +122.3% | -106.6% | -7.1% |
| 3Y | +86.9% | -5.6% | +92.5% | +75.9% |
| 5Y | +89.8% | +86.5% | +3.3% | +44.4% |
| 10Y | +344.7% | -22.1% | +366.8% | +237.4% |
| All | +557.0% | +1,889.0% | -1,332.0% | +296.9% |
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 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