-36.7%
RIG vs PTEN
+1,965.8%
-2,002.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -4.2% | +2.8% | -6.9% | -5.7% |
| 30D | -0.7% | +17.6% | -18.3% | -10.0% |
| 3M | -4.0% | +8.2% | -12.2% | -9.6% |
| 6M | -6.3% | +38.1% | -44.4% | -24.4% |
| YTD | +39.7% | +117.3% | -77.6% | -14.1% |
| 1Y | +78.1% | +146.1% | -68.0% | +1.4% |
| 3Y | -29.5% | -3.0% | -26.4% | -32.1% |
| 5Y | +65.3% | +93.5% | -28.1% | +7.1% |
| 10Y | -41.3% | -16.8% | -24.5% | -39.2% |
| All | -36.7% | +1,965.8% | -2,002.5% | -72.1% |
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