-23.6%
RKT vs PTEN
+245.4%
-269.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +6.0% | -1.0% | +7.0% | +6.0% |
| 30D | +0.7% | +29.3% | -28.6% | -0.8% |
| 3M | +11.8% | +7.2% | +4.6% | +11.2% |
| 6M | -7.6% | +43.5% | -51.2% | -11.1% |
| YTD | -28.7% | +113.2% | -141.9% | -34.2% |
| 1Y | -32.6% | +135.1% | -167.6% | -38.6% |
| 3Y | +42.1% | -4.8% | +46.9% | +38.8% |
| 5Y | -7.2% | +94.6% | -101.8% | -13.7% |
| All | -23.6% | +245.4% | -269.0% | -33.4% |
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