+281.4%
RNG vs PTEN
-23.5%
+304.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -9.6% | +2.8% | -12.4% | -9.9% |
| 30D | +8.8% | +17.6% | -8.8% | +6.9% |
| 3M | +78.6% | +8.2% | +70.4% | +76.0% |
| 6M | +70.3% | +38.1% | +32.2% | +62.7% |
| YTD | +140.3% | +117.3% | +23.1% | +117.5% |
| 1Y | +126.6% | +146.1% | -19.5% | +101.7% |
| 3Y | +120.2% | -3.0% | +123.2% | +111.7% |
| 5Y | -68.3% | +93.5% | -161.8% | -71.5% |
| 10Y | +220.6% | -16.8% | +237.4% | +197.0% |
| All | +281.4% | -23.5% | +304.9% | +243.7% |
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