+1,395.2%
RL vs PTEN
+273.7%
+1,121.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -7.8% | +31.2% | -39.0% | -12.5% |
| 3M | -4.0% | +2.0% | -6.0% | -5.5% |
| 6M | -1.9% | +42.4% | -44.3% | -10.4% |
| YTD | -0.2% | +109.2% | -109.4% | -15.6% |
| 1Y | +10.7% | +122.3% | -111.6% | -8.0% |
| 3Y | +210.8% | -5.6% | +216.3% | +194.0% |
| 5Y | +238.2% | +86.5% | +151.7% | +166.5% |
| 10Y | +313.4% | -22.1% | +335.5% | +217.2% |
| All | +1,395.2% | +273.7% | +1,121.5% | +643.3% |
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