+67.0%
RNG vs PTEN
+46.4%
+20.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.6% |
| 7D | -4.1% | -1.7% | -2.4% | -4.2% |
| 30D | +8.6% | +18.6% | -9.9% | +10.6% |
| 3M | +78.0% | +12.5% | +65.5% | +87.6% |
| 6M | +67.0% | +41.9% | +25.2% | +78.6% |
| All | +67.0% | +46.4% | +20.6% | +78.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling