+266.8%
RMBS vs PTEN
+87.9%
+178.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | +3.5% | -1.7% | +1.0% |
| 30D | -13.9% | +17.5% | -31.4% | -17.1% |
| 3M | -39.8% | +12.7% | -52.5% | -41.9% |
| 6M | -6.0% | +33.1% | -39.1% | -14.4% |
| YTD | -5.4% | +116.4% | -121.8% | -24.4% |
| 1Y | -1.8% | +141.2% | -143.0% | -23.8% |
| 3Y | +53.7% | -3.8% | +57.5% | +36.6% |
| All | +266.8% | +87.9% | +178.9% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling