+121.9%
RNG vs PTEN
-3.7%
+125.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -6.1% | +3.5% | -9.6% | -6.6% |
| 30D | +9.6% | +17.5% | -7.9% | +6.6% |
| 3M | +83.3% | +12.7% | +70.6% | +78.9% |
| 6M | +77.9% | +33.1% | +44.9% | +66.3% |
| YTD | +139.9% | +116.4% | +23.5% | +98.4% |
| 1Y | +121.7% | +141.2% | -19.5% | +76.7% |
| 3Y | +121.9% | -3.8% | +125.7% | +93.6% |
| All | +121.9% | -3.7% | +125.6% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling