+28.6%
ROK vs PTEN
+135.2%
-106.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | -3.3% | +31.2% | -34.5% | -3.0% |
| 3M | -5.9% | +2.0% | -7.9% | -5.3% |
| 6M | +13.9% | +42.4% | -28.5% | +9.9% |
| YTD | +12.6% | +109.2% | -96.6% | +2.4% |
| 1Y | +28.6% | +122.3% | -93.7% | +14.8% |
| All | +28.6% | +135.2% | -106.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling